Frank Conrad's entertainment broadcasts, over his experimental station, 8XK, began on October 17, 1919. However, this article exaggerates some of his achievements. In particular, earlier examples of radio broadcasts that included both a "disc jockey" plus promotional mentions of the supplier of the records include Charles Herrold in 1912 and Lee DeForest in 1916.

A scan of the original article is located at Google Newspaper archives.
 
Pittsburgh Press, September 7, 1957, page 2:
 
L. R. Rawlings and Mrs. Conrad
LOOKING  OVER  A  MODEL  of  the  tablet  that  Westinghouse  Electric  Corp.  will  mount  near  the  garage  where  the  late  Dr.  Frank  Conrad  started  the  world's  first  broadcasting  station  are  L.  R.  Rawlings,  supervising  manager  of  Station  KDKA,  and  Mrs.  Conrad.
Radio  Pioneer's  Bet  A  Trick,  Widow  Says
Mrs.  Frank  Conrad  Reveals  Deception  At  Wilkinsburg-KDKA  Celebration

    Smiling proudly at a special program honoring her late husband, "the father of radio broadcasting," Mrs. Frank Conrad paused to make a confession.
    As the story goes, Dr. Conrad had first become interested in radio in 1915 when he built a small receiver to hear time signals from the Naval Observatory. He had bet a co-worker, Thomas Perkins, $5 that his $12 watch was accurate and wanted to prove it."
    "Well, my husband won the bet as most people know, but what Tom never knew was that my husband had put his good, expensive watch in a cheap case," she admitted happily.
    The occasion for Mrs. Conrad's confidences was a special broadcast by KDKA radio yesterday from the garage at Penn and Peebles Avenue in Wilkinsburg where Dr. Conrad made his first broadcast 37 years ago.
    From that early beginning came Station KDKA, the pioneer radio station owned by Westinghouse Electric Corp., which is being honored this week by Wilkinsburg.

She  Chopped  Wood
    Looking back to the days she chopped the wood because her husband was so busy with his radio station, Mrs. Conrad recalled the many nights she supplied food for her husband and his friends.
    "I didn't mind feeding them, of course," she chuckled, "but the trouble was we were across the street from the Elks Club and some of them would wander in thinking they were at the club and start to raid the icebox."
    Dr. Conrad's broadcasts of records and news were usually very popular with radio "hams," but not with all of them.

First  Disc  Jockey
    "Why he used to get phone calls at all hours of the day and night telling him to get off the air," she said. "I guess not everyone appreciated his work."
    Besides setting up the first radio broadcasting station Dr. Conrad was also the first disc jockey, was the first to advertise on radio when, to increase his supply of records, he agreed to name a record store that loaned him the discs.