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You can listen to live streaming internet radio if you have a mobile phone with a 3G connection. The phone should be able to run J2ME MIDP applications (most do). Download and install MFRadio. It is open source and free. MFRadio can only play Mp3 streams.
The second step is to be able to connect your phone to your car stereo. This is highly variable, so you will have to find this out on your own.
You should have a cheap 3G connection. One that doesn't make you pay per Megabyte. Etisalat is a good choice. The speeds I get are not impressive (I don't know if this is a limitation from my phone or provider). I can't stream high quality music radios. But it is very useful if you want to listen to news.
Etisalat 3G coverage inside Cairo is excellent and it is more than satisfactory on highways. I managed to follow what was going on in Georgia while driving in the Cairo-Ismailiya road.
The BBC removed their streams after they introduced the iPlayer. However, I found this unofficial stream of BBC world in English.