This was the first I have heard about the blast being underground. It sounded like a second test.
http://www.radionz.co.nz/news/latest/200610171005/rice_hopes_pyongyang_will_not_conduct_2nd_nuclear_test
Ok, thats Condi & Tony Snow coming out and saying they hope NK doesn't conduct a 2nd test within the space of hours, plus multiple sources telling NBC about activity and stating " the test could be conducted without warning".
I'm not sure exactly what you heard on the radio but theres nothing anywhere about a test already taken place....but it certainly looks imminent.