Dear Shobha,
A RJ has to do a lot of things apart from just hosting a show. A radio jockey hosts and anchors a music event on radio. A Radio Jockey chooses and plays music on radio stations while chatting with the audience and interviewing celebrities or general callers. A radio jockey often designs his or her own shows, choosing the guest to be invited and the sequence of music.
Please see the following link for the list of institutes:
http://www.infinitecourses.com/Tags.aspx?Tag=Radio-Jockey&TagId=247