I have tried to find these matches on radio over the internet but no luck yet. What station do you listen to? Maybe I can find it that way.
najin, as far as I know, the only way you'll get to it (outside the UK) is via Blades Player. It's a subscription service that allows you to stream the BBC Radio Sheffield coverage of the matches (Blades, plus many others, actually - though most of the Premier League is not available).
It is one of my necessary indulgences - I'd go nuts if I couldn't hear the games. It's not horribly expensive, but it's not cheap, either.
Go here:
http://www.sufc.co.uk/page/Home and then click on "Blades Player" in the upper right corner of the page.
The subscription also gives you access to interviews, highlights of matches, and - when available - full video of matches (after the fact, of course).