I think you will find that as a rule, they have to inform you the track details at some point, but it is often the case, and this has happened to me many times recently, that a station will play a chunk of 3 or 4 tracks in a row, with ads in between occasionally. In these instances, they tend to have listed the tracks all in a row at the beginning, thus allowing the dj to pop to the toilet, or get a bacon butty etc etc! Lol.
Flipping annoying though, isn't it? The best advice I can give, is keep listening. You never know. If you listen for a couple more tracks you may be given all the details at once. Failing that, get your mobile phone, and type as many lyrics etc into a draft message as possible, and then get online and pick our brains! That's what I do.
P.S. for those without mobile phones (yeah, right!), a piece of paper, or of course, your palm pilot or blackberry will suffice!
