You can not add stations to the Radio list in iTunes, these are maintained by Apple. There is an email address you can contact them however it is probably more for the creator to request rather than a user.
As long as your radio station feed is not flash or wma you can try connecting to the stations feed by using File/Open Stream then paste the URL into the box. Once connected you can add the station to a playlist. These stations will appear in the iTunes Music section and the Get Info option should be set to "Skip when shuffling".
If you are an avid radio listener check out http://tunein.com/ , they have a good list of stations. If you create an account you can save your stations to favorites and play them from the web site. As an added bonus if you have an iOS device TuneIn Radio has an app you can also access your Favorites from the web site.
I have had good luck with my local radio stations that were not in TuneIn's directories. 3 stations were quickly added after I emailed the program directors informing them of TuneIn's service.