After finishing the "Stolen Goods" side quest, go down to the first floor and move along the corridor to a hall with mailboxes and some scattered mail on the ground. This will trigger a cutscene with Howard Blackwood, the mailman. He asks you how come you are still in town, and you tell him you have not yet found a way out. When you demand he tells you what this place is, he replies that it is just a busy town. You inquire about where the radio station is, because you want to get to the bottom of the matter of who is calling in those song dedications to you. He points you towards the tall building in the center of town with the clock at the top.
He also tells you he ran into that lady friend of yours, Officer Anne Cunningham. Howard the mailman asks you what you did to get her so angry, but you tell him that you have no idea. Howard tells you that in his experience, when someone is that angry, it is not a mistake. It's personal. He leaves and the cutscene ends.
You get a new objective, to find a way to the Radio Station. Although first, there are some other matters you can take care of.
From Cook St, go north on Lansdale Ave. towards Brite St. Look on your right for the retractable ladder. If you still have the hook from Hillside, use it to pull the ladder down. If you don't, go back to Cook St., then go west. There should also be a hook in the alley at the end of the street. If you can't find that one, there is also a hook near the fountain in Logan's Park, in front of the Centennial building.
Back on Lansdale St, climb the retractable ladder to enter a secure apartment through the window. There are some items of interest here, most notable a First Aid Kit on the chair, and a Colt on a kitchen counter.
Those who played Silent Hill 4 might recognize this apartment as Room 302, Henry Townshend's apartment from Silent Hill 4: The Room, originally in Ashfield. This is an easter egg from the developers.
The main door is chained up. After you have explored this apartment, go back down through the window you entered, to Lansdale Ave, and head north. At the corner of Lansdale and Brite, on the NE side, find the bank and enter it.
