RF interference through my phono stage.

That's not uncommon. See the following thread, in which the problem was ultimately resolved by connecting a braided rf ground strap between preamp chassis and power conditioner ground, and between power amp chassis and power conditioner ground. Since your system does not have a power conditioner, a comparable connection would be to ac safety ground (e.g., a screw on a power strip or wall outlet). Many other things were tried and suggested as well, some of which may work for you, including different connections of the rf braid.

http://forum.audiogon.com/cgi-bin/fr.pl?htech&1230309974

I doubt that adding a line filter/conditioner will help, though, because the signals are most likely being picked up through the air, not through the power line.

Regards,
-- Al

You might try Cardas Caps on your unused inputs:

http://www.diycable.com/main/product_info.php?products_id=230

This is a common problem on many phono stages. The signal is most likely coming through the air as Almarg stated. One simple and effective solution is to attach a ferrite core to the ground wire between the turntable and the phono preamp stage. You can get these at Radio Shack (or through Audioquest, ect). If you can find it TDK made a RF noise blocker ferrite core that works well. If you find one experiment with the number of turns that you wrap the ground wire through the ferrite core. Note: RF and EMI noise is mostly unnoticed by Audiophiles until the noise is removed from the circuit, then they realize that it is one of reasons that they were unhappy this the sound of their phono setups.