The Saturnian Kilometric Radio emission (SKR), discovered and briefly observed by Voyager spacecraft in 1980-81, is now studied in depth by Cassini, which is still in orbit around Saturn, since mid 2004. Aboard Cassini, the main radio astronomy system (the HFR part of the RPWS instrument) is based on digital, real time, spectral correlation of several pass band filters, analyzing multiple wire antennas. This system allows, in principle, the full second order statistics of the analyzed signal to be retrieved, thus providing, compared to a simple antenna system, some extra information on the received radio waves: mainly about the spatial brightness distribution (leading to direction finding (DF) for a point source model) and the intrinsic polarisation of the measured radio source. While there is no doubt that SKR, like terrestrial and Jovian radio emissions, is powered via a cyclotron maser (CMI) originating from accelerated auroral particles, the exact scenario remains, at the moment, far from being understood: the complex modulation of the SKR at the planetary spin rate is perplexing; the fact that the apparent SKR polarization changes with observer’s latitude and contains a substantial amount of linear polarisation when observed from mid to high latitudes, is quite unexpected and likely the indication of a complex source structure and/or unusual propagation regime in Saturn’s high latitude regions.