I first heard it when I was in the navy, back in 1970. It was BS then, not even remotely a true story. It's been going around the 'net for years now, and they always say "true story" or "actual transcript".
One problem of course is that lighthouses are automated these days, so there's no one to respond to a radio call if one had been made.
Sorry, not even close.
http://www.snopes.com/military/lighthouse.asp