One method of preventing RF from entering a stereo set through the speaker leads is to wrap each of the speaker leads:

Wrapping speaker leads around a ferrite core creates an RF choke. Ferrite is a ceramic-like material made of iron oxide blended with other metals, specifically designed to have high magnetic permeability and high electrical resistance. When speaker wires are coiled around it, the ferrite core greatly increases the wire's inductance for high-frequency signals. This blocks Radio Frequency (RF) energy from traveling down the wire and entering the stereo without affecting the lower-frequency audio signals driving the speakers. Wrapping wire around a wooden dowel, copper bar, or standard iron bar does not provide the correct magnetic properties or high-frequency impedance required to effectively choke off RF interference.