If you think its supernatural, consider the concept of "hits" and "misses".
Every day I have millions of thoughts. I think about friends, songs, girls, work, and memories of the past. If I get one "hit" a day, (let’s say that I have thought about a friend and they coincidentally call me on the phone at the same moment), I must count the misses before I claim anything extraordinary happened.
The same logic applies to the song played on the radio after have thought about it. I likely have remembered thousands of tunes over the course of weeks before such an event takes place. It really isn't extraordinary in any way at all.
Statistical probability DEMANDS that these types of coincidences are going to happen in our lives.
If you ever notice that you have the ability to accurately predict what is going to be played on the radio that is another thing all together. To my knowledge there has never been a person who has successfully shown that they are able to defeat the odds and prove this is anything more than coincidence.
If you think you might have the ability to somehow beat the odds check out
http://www.randi.org/ see if you can win the million dollar challenge. The million dollars has been up for grabs for years now, even the best psychics have never been able to do it.
RCALYRA