Shielding Speakers

Hi, I set up a new system in my office, near the top of a tall building with many antennas. The system is a computer, running to a dac, to a tube integrated, to the speakers. As soon as the amp warms up, I get radio frequencies through my speaker, in that I can hear the radio and this will not go away. The speakers are supposed to be magnetically shielded. Any suggestions on what might be the problem and how to best cure?

p.s. my cheap little computer speakers pick up radio waves when I turn them on. Thanks, SKF