No. Seriously. A little tin foil over the antenna, and like magic, you're Stealth!
At no other point in your life are you as controlled by the government than when you drive. I don't see why something like this adds fuel to the fire.
no no no... you have to replace the antenna with a wire coat hanger.
For the ultimate protetion, get rid of the secret tranceiver they put in the gas cap, and stuff an old rag in there. (Malatov Buick style)