wow...this is a really interesting problem. heres my only thought: try isolating the housing of the CD player from going to ground (i.e., dont let the metal casing touch the metal of the car). to test this, just take the headunit out and hold it in your hand/lean it on a pile of rags/etc. while you turn on the lights and rev the car.

i would normally say that its a bad ground, but if youve tried several locations and it still happens, i dont know what else it could be. you dont have it grounded to the cig. lighter ground do you?