You're on the air(head)!

Today in the car, I flipped on the radio, just as the local station was announcing the winner of some call-in contest. Usually, the DJ records the call from the lucky contestant and then plays it over the airwaves at the completion of a song. The on-air exchange went as follows:
DJ: "Hello, Magic 93. Who's this?"
Caller (hesitantly): "...This is Lois... Did I get through?"

Well, you're talking to the DJ, aren't you???