Pilot light makes radio stop working

I agree with Frank.  It is HIS radio that is busted, not ours. 

Shorted pilot lite or PL socket. (And yes, I have seen shorted pilot lights!)
He needs to join the forum  (not like joining is rocket science). Sheesh

I have not been able to find that model #. Riders lists quite a number of wr series but not x.
The same with Photofact index. I do not have the latest updates.

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01/05/17
Edit
Thursday.
Usually the rectifier has a center tapped filament. ( if it's a AA5 )
Off hand check the rectifier tube, make sure both filaments have continuity, check the filter caps, as they could have high leakage, and maybe an open series resistor in the power circuitry.
I doubt it but check for misswiring in the rectifier circuitry.
The rectifier plate circuit provides B+ through the pilot light and the filament. 
You need to take some measurements, to find the fault.

Please note !
A guest sent me a pm with this question.
(He wants a solution without becoming involved as a member. Which of course distracts from the purpose of including members in solving problems.)
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Westinghouse wrx3 radio works good with the lamp/light out, if you put the lamp in, the sound slowly dies out, you can tell the radio is still on, but theirs no sound, take light out radio slowly comes back. thanks

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Please register so I can help solve your issue. I need to have some questions answered.
How many tubes?
AA5 AC/DC set?
Transformer set?
Have you tested the tubes?
To give you an analysis of that and correct diagnosis please sign up.