On Hackszine, Jason wrtites:

Every GSM cellphone user is familiar with the annoying Bzzzhtzttt noises that tend to emanate from random electronics anywhere you take your device. The iPhone is no exception, but the problem is exacerbated since most people have it sitting on their desk with a speaker close by playing music at reasonable amplification. It sucks.

Mac Life has a solution that may work for you. Just yank the ferrite beads from an old usb cable--they are inside the plastic bulge near one end of most cables--and place them around or taped in-line with your speaker cable. There are a few stories of success with this method, and nobody has mentioned an impact on audio quality, so it's a cheap fix that's worth a shot.

iPhone Buzz Kill