I tried to turn it on by setting the Function switch to FM, but I get nothing. No sound or little red light on top. I have...

It sounds like you may be having problems with your antenna. Make sure that the antenna is fully extended and up to get the best reception. You may need to move it around to find the best spot for clear sound. Additionally, the station your are trying to receive may not be strong enough to pick up clearly at your location. Try tuning the radio to a different station to see if you can find one that comes in more clearly. If all of those things don't help you, check out the Troubleshooting page for more tips.