I have ATT 950, downloaded 6 different radio apps and none worked saying 'no radio on this device' or something similar. Tried another pair of earbuds, still no go. Reset my phone and downloaded one of the same fm radio apps again, and it worked! And sure enough hit volume button to bring up music controls on top of screen, tapped on the radio station and it opened the stock fm radio app. From there able to pin to start screen.
I dont get it MS built these phones, and they say no fm tuner, they built it! Just like the hours with ATT advanced tech support who finally 100% guaranteed, beyond a shadow of doubt, that no 950 was compatible with their visual voicemail. I'm glad neither of these companies are building aircraft.