I have an N800. I checked, and installed the Fm.deb package, and do in fact have an FM radio! The interface is not that great, though functional, and it only works when you have a set of headphones (preferably Nokia) plugged into, as the chipset uses the headphone wire as the FM antenna. The application is actually a home-page plugin, and once installed you add it to the home page by clicking on the home link and choosing it from the application menu. A small window appears in the layout mode which you can move around to where you'd like. I've not tried using the radio with my Bose qc2 headphones, but I suspect it might work well that way. Helps to be near a powerful radio station as well.

Yet another feature that makes the N800 so, so cool!