There ARE milions of other frequencies and, trying not to get too technical, they are all used for different things. Things like walkie talkies and televisions and remote controls use of the frequencies that are further up and down the megaherz scale than radio station fequencies. So if radio station signals used frequencies further down the spectrum then radios would be able to tune into walkie talkie conversations and interfere with them and in theory radio stations could broadcast on the same frequency so walkie talkies could interfere with or even broadcast over them. That's just one example that shows how frequencies need to be designated to different usages and FM radio is given 88.5 to 108.5 megaherz. Its all on that spectrum thing that you learnt in physics lessons at school that had infra red at one end and ultra violet at the other end and had radioactivity and light and sound waves on and then somewhere in the middle there was radio and TV waves. Oh yeah, and changing the freqency would mean changing your radio too if you wanted to listen to new stations.