any good links on setting up a pirate radio station?

No, but in the radio world it's pretty simple man, here's some input:

-you can buy actual transmitters on ebay, FM and AM. go with FM probably, it would be my choice. if you're smart like that you could build one.
-make sure you can connect your audio source to your transmitter, and that the power ratings are good blablabla
-what might work well would be to hook the frame of your car up as the antenna, but i don't know

http://www.outersound.com/osu/press/pirate-setup.html
http://howto.wired.com/wiki/Set_Up_a_Pirate_Radio_Station :)

one more thing - the fines are horrible, so whatever you do don't get caught