The radio is a wonderfull indicator of problems in the electrical systems. It could be a lack of supression or similar on the radio feed but it if its related to headlights it could be a earth issue or altinator or battery.
Alternatively - what has been added (non-standard) to the wiring, what is plugged into the cig. lighter (my radio went completely loopy when I plugged a charger in for a searchlight torch, shorty afterwards I discovered the charger had boiled the battery in the torch as it was faulty).
If you give some more info on your vehicle / setup someone on here more experianced than I will probably be able to suggest the "top 10" things to check.