Then you listen to your recording enough that the D.J.'s voice at the end becomes a part of the song in your mind and it feels incomplete when you hear it without.
I still remember when my brother called our radio station to see if they had the new Megadeth album that hadn't been released yet. On our tape, we got the DJ saying "And here's some new Megadeth for you off their new album Cryptic Writings. We're not even supposed to be playing this yet!"
That still happens to me all the time, as a big fan of jam bands like Phish and the 'Dead there are quite a few songs where a specific concert rendition is 'the correct one' and the album version sounds wrong.
Fast walking home from school to catch Total Request Live on MTv at 3:30, hoping your favorite song didn't drop in the ranking today because that means it will play earlier and you will not get to hear it today (and that song is Objects in the Rear View Mirror by Meatloaf).