Playing live radio is not a re-broadcast. The radio station has paid the copyrights. I believe you can play that live broadcast anywhere you want, in your store, at a swimming pool, in your bathroom or into your phone system.
What's the difference if the client hears it playing in your office on your desk or on the phone? What if I lay my handset down near a playing radio? Any lawyers out there? this sounds like a crock to me.
mark