My suggestion would be the following:
Get 2 of these:
They're ferrite beads, which fight EMI/RF interference.
Wrap up a small length of the LED power wires (3-4) times, and snap the ferrite beads on as close to the lights as possible.
That should do a lot to reduce the interference. If at all possible, see if you can route the wires and switch away from the radio
Can be had at your local Radioshack: http://www.radioshack.com/product/in...uctId=3012599#