The thing does not come standard with an FM tuner. The 20 GB one comes with an inline remote which allows you to change volume, play, and go forward and backward as well as you plug your headphones into it.
There is an fm tuner that is like 20-30 bucks as an add-on. I find this much better as you get FM stations, and it has a screen and clock (this takes the place of the other inline remote as it is a remote itself and allows you to do all the same functions as the other one, but also has a screen on it and you can see the names of the songs playing and it has a clock on it, or lets you see the FM stations when you are in FM mode.