usually for the truly scary stuff they have a warning, don't they? I often take advantage of that, myself, to turn off the radio.
but yeah, the news in general can be scary for kids under 7ish...and every child is different of course.

science friday, imo, is usually a good bet, if you get that program on your npr station, though some kids could still get upset if the subject turns to research on disease. but it's usually a pretty happy place, even then (like cool new things that are helping people).