I started answering the most basic fundamental questions just to have a think about this.
When hertz and marconi (i hate Marconi with a passion, i'd have him assassinated or did it myself, he ruined science forever) and all the others
were first trying to detect electromagnetic waves..
their generators would just produce high frequency sparks, same way you turn a light switch on and you here the noises over AM, and if you listen
carefully, less noticeable pops and pulses over FM as well.
it was not until the tuned circuit came along did things change, their transmitters would clutter up every frequency not just 1, so they were quickly
banned.
So imagine a log cake, you take a knife and you decide that a certain section of cake is going to be your "band" and you slice out a bit of cake, you're left with a gap
that gap represents your slice of spectrum you wish to use, be Radio Waves or Light Waves, they all oscillate at different frequencies, the difference between red or green
light is simply how fast it oscillates, difference between 100khz and 100mhz you got it.
So imagine the cake, you're allowed to use that "gap" and send your data, if you try and use "more" of that gap from the log cake, you're going to start bumping into existing
log cake 
- i'm getting hungry not had a chocolate log cake in years!
So you oscillate on a precise frequency, and you look at the peaks and troughs of that frequency, all radio's do is detect, tune, filter and amplify, be 100mhz or 100ghz, anything
not in that "slice" is thrown away as it's not needed, most of the guts in a radio is simpy to get rid of all the other frequencies and amplify it...