cannot exit radio mode on sansa clip+

Hitting the Home button (upper right square) toggles between the FM tuner (with the frequency number and the "dial)  and FM Radio.

It sounds like you are not hitting the Home button because you are getting the tuner options.

Use HOME to get it to FM Radio and hit the lowest center button, the one at 6 p.m…

That should go through Settings, Music, etc. Start a song in Music and you’ll be done with the radio.

If that doesn’t’ work maybe your firmware has a problem and you should manually reinstall it. The firmware installation instructions are here:

http://forums.sandisk.com/t5/Sansa-Clip-Sansa-Clip/Sansa-Clip-Firmware-01-01-35-amp-02-01-35-Release/td-p/144965