mine came with a cd that put a shit load of numbers. But you have to like pick one of the stations on the ipod (imported from the cd), match it with the frequency on the radio, wait till it flashes and press play.
Not sure whether i have to do that every time i change or if it keeps all the stations i do.
People complain about that static but the way i figure it, its listening to an awesome radio station and not have to deal with cd\'s for 20 bucks.