All Power Sources in House Pick up Radio Frequency...help

[needSomehelp]

Okay so I noticed when I was hooking up my stereo that even when it is on standby, if I put my ear up to it, I could hear music or talking coming through. At first I thought it was just a bad stereo or something creepy, but I moved on. Anyway, I turned on my guitar amp the other day and I had the same problem...I could clearly hear a Jockey from some Radio Station hosting his show. This happens regardless of what outlet I use.

So my question is, are there any filters out there that I can buy that will break up this sound???

Thanks.