The DVD player is acting like a small transmitter & sending out a signal that interferes with your radio. Placing a metal plate on top of the DVD player would cut down the signal & might help.
Most DVD players will normally emit interference through radio waves. This can be solved by plugging your DVD player in THROUGH your VCR, creating a longer antenna through the wiring.
Any device that emits radio waves has the potential to interfere with other devices. My cell phone interferes with my lapyop. Just keep them separated unless absolutely necessary.