I'm having a problem with those radios. Not the ones you can just walk up to and turn off or shoot, but ones that cannot be destroyed. The ones that have the red light. How do I destroy those?

You don't, you either have to find another way around or sometimes they can be deactivated from a terminal.

Find their computer nearby and turn them off by it.
If there isn't any computers for them... Then run.

If you get to one that you can't destroy, back up out of the lethal radius, save your game, and try to bolt past it to another safe area... worst case scenario, you load your game and try another plan.

*BOOOOM*

Sometimes they can be deactivated from a terminal. I found this possible only once..