Roe's first radio gig was Saturday overnights on WDUB in Granville, Ohio. Early in his career Conn chose to use the on air pseudonym Robert Thomas, believing that his real name was not suitable for the radio business. Returning to Chicago after graduating from college he worked fill-in duties at WLUW, starting in August 1986. He then was the producer for Don Vogel on WMAQ (AM) and Walter Jacobson at WBBM-TV. On August 27, 1989 Conn debuted a Sunday morning radio show at WLS (AM). Conn maintains that his performance went poorly, but that the program director ordered the show be continued after confusing Conn with another host.