Wrong. I worked for a radio station. Every single CD is legally still property of the record company. Just look at the stamps on them. They have the legal right to request any copy back. They are not the station's to do with what they please.

Now, being that you work for the station, you may already have certain "perks" where the record company will get you into concerts (I did) and get free CD's because you are considered to be influential in the music listening habits of others.