[woodsman]

Were the lights acting up before you installed the Pioneer? Regardless, I would say you've got a short to ground near one of the headlight plugs- ins. The grounds are on the inside wall(s) of the frunk, 'beside' the headlights. Pull the carpet away at the top after pulling the rubber molding upwards. There's probably a frayed wire where it goes through the body ( a foot away from the ground). The next culprit would be the light switch- it's a common source for shorts. Do you have halogens or litronics?
PS you want to solve this as soon as possible as the alarm module can be a major expense if damaged.