The previous replies are all essentially correct, but ferrite beads/toroids aren't always a good solution, and in some cases, there may be better ways to attack this problem.
I deal with this kind of stuff for work, and I think the first question that should be asked is: "Is it your AM reception, your FM reception, or both, that are being affected?" Since these are two widely separated frequency bands (0.54-1.60 MHz vs. 88.00-108.00 MHz), the answer to this question may help to steer you in the direction of an optimal solution.
Assuming that the interference is being radiated from your new HID headlights, or maybe (more likely) from the wires leading to the headlights, and is getting to your radio via your radio's antenna, it may be possible to select a ferrite bead or toroid, or possibly some other type of Electro-Magnetic Interference or Radio-Frequency Interference (EMI/RFI) filter that will help, but you would still need to pick one that covers the frequency band(s) being affected. Using just a little bit of science usually has a better batting average than guessing does, in cases like this.
However, there are also other paths by which interference can mess with the audio systems in your car. For example, the interference could also be getting into your AM/FM radio receiver through the wires that supply 12V power to the radio itself, and there's even a remote possibility of a few other methods of coupling that would affect the audio amplifier and speakers themselves.
A little more information would be helpful here. Were these a direct swap for your OEM lights, or was some additional re-wiring required? Where is your radio antenna located with respect to the headlights? Are you possibly using the radio/T.V. antenna built into the Pop-Top penthouse of an SMB? Anything else you can think of that might be helpful?
Sometimes the solution to problems like this are multi-pronged, i.e. a "Belt, Suspenders, AND Duct Tape" kind of solution. I'll watch this thread for future developments. Otherwise, you can PM me with boring technical questions and answers, and I'll try to help you out, if I can.
Best of Luck!
2002 E-350 RB-50 SMB: Quigley 4x4, Agile RIP-kit
1982 Cessna T182 "Sleeps 0, but leaps tall mountains in a single bound."