feedback through speaker after hid lights

I did a search under feedback, noise, HID(s) and headlights, and didn't really find what I was looking for.

I have an aftermarket HID kit, works great and has been for a couple of months now.  This is in my 92 Toyota Land Cruiser.  I've upgraded my head unit to a cheap Pioneer 2900MP, changed out the door speakers to Pioneer coax speakers that are wired up to the head unit and not to an amp, disconnected the factory amp behind the glovebox, and added a sub box with amp (powering the sub box only) in the back of the truck and running the power cable along the passenger side and through the firewall to the battery.

When my headlights are off, everything sounds clean and good.  No feedback issues what so ever.  As soon as I turn on my headlights, and the head unit is turned on, I immediatley hear feedback coming through the door speakers, mostly through the rear door speakers as it's louder there.  The feedback noise is constant and does not change pitch when revving or driving the car.  The feedback noise is constant as if it's directly interfering with the HID ballasts and not with the truck's coil.

Sure the HID kit is a cheapo kit and this was probably prone to happen, but the headlights are working out great and I don't want to upgrade to a more expensive HID kit.  Does the feedback noise have anything to do with the ballast itself, or the relay or even the grounds on the HID ballasts?  Is there something I can try that will help either reduce or get rid of all together the feedback noise?

Thanks

Yes, the ballasts must be properly installed or problems will arise. If I recall correctly, the metal ballasts cannot touch metal in the engine bay.

I installed an HID kit in MR2 with no audio interference, and ironically there was a Pioneer stereo installed as well. 

The ballasts are tucked away along the front core support of the truck, far enough away from the speakers and HU.

Hmm, I wonder if my cheapo HID kit would cause the ballast to ground or interfere when touching metal-on-metal with the chassis?  I have the ballasts secured with double-sided tape along the chassis but I will pull them out and insulate them from any metal contact to see if that has any effect. 

An update:

I removed the ballasts and insulated them completely from any metal contact.  Still hearing noise.

I reseated the HID kit and ballasts and cleaned the connections and made sure everything had a good clean contact.  Still hearing noise.

I tapped in an extra ground wire to the chassis from the relay on the kit.  Still hearing noise.

I had access to a couple of other HID kits (oem Phillips brand & a Hella kit, good quality ones), I plugged them in to test things out.  Still hearing feedback with both kits, so it makes me believe that the cheapo ballast on my original HID kit is not the problem.

When I plug in regular halogen bulbs, no feedback noise when they're turned on.

Any other suggestions on what the look for or try?  Again, it's a constant pitch/noise that you only hear when the headlights are turned on.  It has nothing to do with the engine noise or load on the engine, just when the headlights are turned 'on' with any HID kit.