firashelou:
and what did u mean by getting a short wave set ( or making one ) and get a feel for radio in the raw ?
A short wave radio receiver is a good introduction to radio. It will allow you to experience the various methods of modulation and show you the various sorts of signals you can receive and hence transmit one day. Basically there is AM, FM, and SSB also there are lots of things that sound like funny noises which are actually data. These can be Morse code, RTTY, SSTV ( slow scan TV), piccolo data, weather map fax and many more. There is a whole world in radio, start by googling SWL which is short for Short Wave Listener.
When you have got that under your belt you can go in to look into how to acquire an amateur radio license which is the only legal way you are permitted to make your own transmitter.
An introduction from a U.S. perspective is given here:-