Music can have an extraordinary effect on your workout. Studies have shown that music can increase or even decrease (with slow music) strength and intensity. Music has also been shown to decrease pain sensitivity during exercise.
Just before you go work out, if you have a chance, listen to music that gets you worked up.
This puts your mind into a state of excitation, preparing your nervous system for the work ahead, boosting your energy level and performance.
The same kind of music is good to listen to during a workout, though some people prefer silence so they can concentrate completely.
If the gym only plays radio stations that aren't to your taste, you can always try wearing an MP3 player/iPod when you work out, though they can sometimes interfere with training depending on the exercises.
If you can't stand the music played in the gym, try channeling that aggression into your workout.