Some smart people managed to write software that turns a RaspberryPi into an FM transmittor between 1 and 250 MHz ...
All you need to do is connect a wire to a GPIO pin as an antenna !
Isn't that the coolest project for a RaspberryPi so far ?
Check it out:
http://makezine.com/projects/raspberry-pirate-radio/
Of course if you really want to get on-air with this no doubt some filtering at the "output" may be required... :-)