Always have a plan. In particular, you should have some "message" that you want to broadcast, otherwise what's the point of doing the interview? Whatever questions you're asked, you want to steer the conversation back to your answers, not necessarily the questions asked.
Given that you already know the "answers" that you'd like to put out over the air, it's not at all unreasonable to come in with a short list of suggested questions (that naturally lead to the answers you already have prepared) to the radio host. Hosts actually like this, because unless you're somebody who's already mega-famous, they don't have much of a clue what to ask you, they've got plenty else to worry about, & it helps them out. Not to mention, it helps make sure that the interview moves along smoothly & makes everybody sound intelligent. They're interested in "good radio" & the more natural & seamless the conversation goes, the better it all sounds. I've done a lot of radio interviews & I won't go into one without a list of prepared suggestions for questions, that I already have answers ready for. Most hosts will ad lib a bit, but mostly follow what I give them. At the very least, give them a brief synopsis in advance of what you're there to talk about (new CD release, upcoming gigs, new baby - whatever it is that their listeners are going to be interested in hearing about).
Look at it this way: You want to get your message out. To make sure that it goes the way you'd like it to, you need to take at least some control of the interview. If you don't, there's no telling where it will go & it may or may not go where you want it to.
JM