dimmer bad
does it have an all the way OFF detent on it?
dimmers work by 'chopping' up the voltage - this creates a lot of high freq. noise on the line (maybe radiated RFI too)
if setting it all the way down - whether you feel a detent in the knob or not - doesn't solve the problem then either power the lights on a different circuit from the stereo or get rid of them or use an isolation transformer on your system (often a good idea anyway)
if the detent Off doesn't work and you don't need those lights on when listening (i.e. you have another light source), then you can wire in an old-timey (off is off) light switch ahead of the dimmer circuit