a problem...

I have an Alpine CDA-9827 installed in my car, the CD/MP3/WMA encoding works great, so there's no problem with the CD player, but when I change to the radio, the sound goes out and the <<ST>> light goes off for a second, then comes back on when I hit a bump in the car, and I'm wondering whether it could be the head-unit, the antenna, or the plug that plugs into the head-unit wasn't in all the way? I really don't feel like taking the dash out again, but if that's the case, I will.

By ST do you mean the indicator for reception strength? if so, it sounds like a shitty antena hookup.

Yah I guess, it's for reception strength/stereo... I didn't mess with the antenna, but I'm guessing that it's the coax plug that plugs into the head-unit. Think so?

that would be my first guess, Alpine is known for high quality craftsmanship so I would suspect wiring first. It is not uncommon to accidentaly unplug or nearly unplug the anntena wire when sliding the head unit into the dash. Slide it out of the dash and make sure everything is tight and test it, hell even drive it around the block with the head unit on your passanger seat if your wires allow and see if you can reproduce the problem.