With radio stations, you could also right-click the Radio header bar and choose "Export Stations", where you can export them to an xml file. These can later be imported following the same procedure if somehow you lose your *.mbl file (where as frankz said all their info is stored), but it will not include any links to pics you may have assigned to the stations.
I had to go searching for that mbl file. Thanks for that information. So many options, so little time. I don't assign stations images, so that is no bid deal to me!