FM Radio is not supported in the Android Open Source Project. Any FM Radio support you see in stock ROMs from Samsung, HTC, etc has been added by the vendors themselves. Support in CM7 had to be added by CM devs.
I don't think support exists in CM9 yet, leave alone Galaxy S. :) You can try SpiritFM from the Play Store, though. I hear it works on AOSP-based ROMs on many devices.