exchanger

I have a very weird problem with my Radio on my 2002 F150 4X4 super cab. When I start the truck or put the key to acc I have not problem with the radio and all plays well but as soon as I shift to drive the radio cuts out completely. At first I thought that it was a problem with the radio itself but now I am not so sure since I checked and all the 12v power is still reaching the radio but it just shuts off completely anyways. The speed control wires seem to lose their 6.6v power though so now I am wondering if there might be something wrong with my shifter or in the dash cluster itself.
Would anybody have encountered this problem before and have a solution for me other than installing an aftermarket radio? My radio is a stock 2002 AM/FM with cassette and a CD changer under the back passenger side seat split.