Strange electrical issue with radio
 

After Lucas was expelled to the underworld, I thought electrical issues resolved and my 92 convertible has been pretty much reliable. 1 odd exception has been this and I appeal to the community since I don't have a clue where to start. If I want to play the radio or a CD, I have to turn on the the headlights switch to 1st position! Everything works properly then, but REALLY?! the headlight circuit??? Clues?

That's not the way the radio works from the factory. Is it an aftermarket radio by any chance? Sounds like it has been miswired.