The songs like "Audiosurf Overture" in the radio listing are stored in 'CGR' files, which can't be played directly in a standard media player. I didn't see anything that could convert those files, so I've made a very rough and simple converter that can extract the Ogg Vorbis audio from the game's CGR files.
Download the converter (or
download the source code if you want to see what it's doing). The CGR files can typically be found inside "C:\Program Files\Steam\steamapps\common\audiosurf\engine\Cache\Web". Drag-and-drop the .cgr file onto the convert-cgr.exe program, and it should create a .ogg file with the same name as the .cgr, which you can then use in most media players (although for some (particularly iPods) you may have to find a tool to convert it to a format like MP3 or AAC).
I've only tested this with the four music CGR files that come with the game - it could easily break if the file layout changes even slightly, but hopefully it will handle any similar songs that are released in the future.
