This is a fuse issue. You need to locate your manual and check which fuse controls the cigar lighter and radio. Normally its a 10 amp that does it. Does your internal light work in the car? If not then it is likely its on the same circult.
The only other options you have are to look in a haynes manual, or pull a fuse out one at a time (placing one back before removing the other and look carefully til you find the one thats blown.
john powell (AKA Badger God), September 2007