I have the station losing problem too. It only happens if i leave the radio set to CD over night.
The dealer i bought the car from told me a fuse had gone and they had replaced it (clearly not true).
It has just had a service at another dealers and they told me that Peugeot know about the problem but don't have a remmedy.
I e-mailed PUG and they called me the other day, they denied that there is a problem.
I will point them to this page.
Thanks for all your help