I can sit in my car with the engine off & the radio on and not have a problem when i hit the radio but the problem come when I'm driving and I hit a bump. When i hit a bump the radio shuts off and come back on. It's like the car lose power. I was hearing a clicking sound from around the light switch when i turn the steering wheel and I also noticed that if I move the lever to put the car in gear or shift the car into neutral while I'm driving the radio will go off too. i thought it was some kind of shortage in the column because the horn is stuck on so i wired the radio directly to the battery and took it for a spin. When I went for a ride it did the same thing so i don't know where to go from here. Can someone help me out?

 

Almost sounds like a grounding issue. Wiring the radio directly to the battery should have helped, unless there is a bad connection or cold solder joint inside the radio itself.

Does the radio have a good ground from the case to sheetmetal? Check for good connections where black wires are secured to sheetmetal. Antenna connection okay? (Many radios will ground through the antenna cable if the main ground is broken... Do the dash lights work okay (just checking ground points here).

 

The radio is good. I already ruled that out as a problem. The radio has a good ground so I'm lost on this one. The dash lights are working. I made sure the battery was tight but even if it was loose the alternator would have kept the power going right. I took the cover off of the steering wheel & the wire for the horn is gone & the horn is stuck on but it is disconnected. Do you think that could be the problem. The radio click off when I move the shifter too.

 

Wiring right to the battery ruled out the switched 12V to the radio. Is this a new radio with a constant 12V memory backup circuit? If so, that needs to be checked. You checked grounds, nothing found... Might it be the speaker? Someone had this issue a while back. What kind of radio in what kind of car and what year? This info will help. A short in the horn wiring should not cause this... However you should get the horn working first in case you need it.
Are there any crimped connections or wire nuts inline in the wiring? Cleaning any power terminals can help, as they can oxidize and corrode over the years.

 

to rule out the switched 12 volt & the constant 12 volt wires I put them together coming from the radio straight to the battery and it still shut off. I checked the grounds and found nothing. It's a sony cd player and the car is a 1985 cutlass.

 

If the radio itself is indeed loosing power and you checked all the above, you seemed to have ruled out the wiring. You did check your body-to-battery ground wires right? Where do you have this radio grounded?
With a new radio, the slightest voltage drop can cause it to power off. Unfortunately the only thing left is the radio... I used to repair car radios long ago in the 90's and I would find bad solder joints more often than I wanted to, even with new ones. Do you have an extra radio to use? Connect it to the same wiring and see what happens. If it is new and under warranty, i would consider exchanging it.