Radio doesn't work when I put car in gear

When I put my car in gear my radio loses sound but not power my antenna goes up and down but not always when I lose sound, my power steering comes and goes and my low coolant light flashes on and off sometime, also lose power windows sometimes but all this is fine when it is in park of neutral. It isnt exactly when I put it in gear it is when the light on the dash switches from P to R before it actually engages in gear