Internet radio will also be added in the next firmware upgrade. Exactly how the service will work is unclear at this time. [Update: Images have surfaced on Watch Impress' website.]
DVR is a huge feature that unfortunately isn't possible outside of Japan unless appropriate peripherals are released globally. However, internet radio is hopefully something all PSP users around the world will be able to take advantage of. Once again, PSP is expanding its capabilities, becoming more features-packed than anyone could've predicted.