This circuit supplies a steady voltage (Vout) to a load from an unregulated supply (like a battery), Vin can vary but must be at least 1 volt above desired Vout. I, can vary from 0 mA to planned maximum value. I does not change if IL falls to 0 mA. Since I = IL + IZ, IZ rises as IL falls. In other words, the regulator always uses the same current, even when the load is removed. Caution: D1 and R1 must have proper power rating. Use Ohm's Law.
A radio draws from 20 to 50 mA from a 9 volt battery. To power it from a 12 volt batery, use a 9 volt, 1/2 watt Zener Diode. R1 should be closed to 60 ohm and rated for at least 0.15 W.