I use a mini-disc recorder the sony mzr700 series you can find these at best buy. actually the sharp mini disc series might be better for you since they have a record volume adjust capability.sony is auto adjust
take the line out audio from the radio to the line in of the mini disc and then for on air playback take the line out of the mini disc to the line in of the radio
using a mixer may make the operation easier especially
if your radio does not have the line in/out capability I'm not familiar with your particular model. you can adjust the mixer eq to adjust for playback fidelity and levels if that's your desire.
behringer mx602 is a good starter mixer on sale now a days for 60 bucks..and it's rf proof
good luck and have fun