Those type plug caps are notoriously hard to install and are well known for causing interference if they are not on all the way. When it is properly installed, it will completely cover the hex of the spark plug and pretty much cover the entire spark plug. Push hard and straight. I have had them come improperly assembled too, with a gap at the parting line. Make sure the halves of the plug cap mate properly. If not, carefully undo one of the crimps, push the cap halves securely together, and then re-crimp the holder. I had a problem with this very thing recently as a matter of fact....
Are you running a 72 mhz radio system or 2.4 gig?
AV8TOR