Thanks to XDA Developers for finding this out on an HTC Touch Pro, you can now easily listen to FM Radio on your device, if this supports it, even if you don’t have your headphones handy.
Headphones are only necessary for FM Radio because they act as an antenna which intercepts the waves but if you have a strong signal, just plug in the extUSB to 3.5 jack adaptor and (gently) slide in the stylus in the headphone jack. Your device should be tricked and it should act as if it had headphones, thus allowing you to run and listen to FM Radio. Tip is working even better with HTC Touch HD, which has a dedicated headphone out.
Note 1: If you don’t hear any sound, don’t forget to switch the output to speakers!
Note 2: If your device can’t be easily tricked into seeing headphones attached, play a bit and experiment some other positions of your stylus in the adaptor or port.