You will need the following things:
1. USB Modem with a memory card slot.
2. A Memory Card.
3. And internet connection (only for one time).
4. Ability to control your laughter. :)

Step 1:

First of all you will need to find an online live radio website. (You will also need a high speed internet connection). Search for a radio station of our choice. It would be more funny, if you choose a radio station of some other country.

Step 2:

Now you will have to record the online radio. You can do it by using a good sound recording software or sometimes a good download manager can also work but if you face any problem in doing so, you can use any sound recording device like your cell phone. You can record the audio of any time duration but try to keep it long.

Step 3:

Take a micro SD memory card and copy the recorded audio to it. Also rename the recorded file to name of radio station. (Some of the music players show name of song while playing). Make sure that the memory card doesn't have any other audio file, because that can spoil your prank.

Step 4:

Take a USB modem. I took my old unused 3G USB dongle. Now open its cover and look for a micro SD memory card slot. Most of the USB modems come with one. If your modem doesn't have that slot, you will need to find another one because that's the important part of our prank. Insert the memory card into the slot and put the cover back.

Step 5:

Now plug in the USB modem into USB port of your music player and select the USB play option. That's It, You are done. Fool your friends, neighbors, and almost anyone who sits in your car.