The HTC Surround Windows Phone requires the headphones to be connected in order to use the FM radio. Once you plug these in, the sound by default comes out of the headphones. Here is a somewhat hidden method to get the sound to come out of the speakers, even with the headphones plugged in:
- Open the Music + Videos hub
- Select Radio
- Select your radio station
- Tap and hold the radio station frequency (e.g. where it says 102.1 in big numbers)
- Select Radio Mode: speaker from the context menu
Sometimes the context menus are a little hard to find, so it is worth exploring once in awhile in your frequently used apps.