Digital Radio Mondiale is the digital radio system for short wave. There are few broadcasters and even fewer receivers. Here's one of them that's available locally:
The video shows reception of Radio New Zealand International (RNZI). (One of my kids came in at one point to ask if "Seven periods with Mr Gormsby" was on the radio).
Kindly loaned to me for evaluation by the fine folks at Radio Australia, I've had the Uniwave receiver for a few months and while fun to play with, especially "expert mode" you see in the video above, there's not much to listen to.
The Uniwave 100 DRM receiver is available locally but I honestly can't recommend it for Australian users.
In the heart of Europe it is probably a different deal and the features of DRM seem compelling, but here in the Pacific I'd stick with an analog receiver for battery life alone.
Having said that, the "expert mode" display is fantastic.