modding consoles is not illegal, of this, I am sure, especially if it's a softmod, I don't have a Windows PC, and a softmodded Xbox is easy to use, and manage, and a PS2 is also easy to mod, the PS2 modding also has 0 risk of bricking, since it's all on the memory card, and if something goes wrong there, just delete the modded save off the PS2
and as far as cross-platform as far as the custom radio stations go, it's just a few audio files, I'm not talking about any program editing, or even changing the names of the stations, just simple audio mods, I can do it all myself if there is interest, as long as people tell me what format the radio stations are in for each system
XBOX: WMA
PC: ?
PS2: ?