It turns out that anybody can tune in to the world's top spy agencies talking to operatives. All you need is a cheap shortwave-radio receiver, the kind available at any drugstore. Tune it to 6855 or 8010 kHz. On the hour, you might hear a girlish voice repeating strings of numbers monotonously in Spanish. "Nueve, uno, nueve, tres, cinco-cinco, cuatro, cinco, tres, dos . . .," went one seemingly harmless message heard last month on a Grundig radio. It was the Cuban Intelligence Directorate or Russian FSB broadcasting coded instructions from Havana to spies inside the United States. Turn the...