TMTT, You can try some clamp-on ferrite beads from Radio shack. Thats one of the few items I'll buy from them, but they do work. They are made for stopping RF that is dancing down the surface of the wires and getting into your electronics. The amp could be picking up the RF on either the power leads, or the rca's, or speaker leads, or it could be at a place of lower signal level (like a preamp?) which is why some experimenting will be in order to find which wires are acting like antennas. Hopefully, the case of the amp & equipment is all metal and acting like a shield. If there is any open (non metal parts of the chassis' the RF could be entering that way).
I've had to use 5 or 6 of them (ferrites) on audio cables to keep RF out of audio gear before, and as hammer says, proper grounding of all radio & stereo equipment is critical. It all has to have its own connection direct to ground to avoid ground loops (which can act as unwanted receiving antennas), not be daisy chain grounded. The ground should be as wide and flat as possible because rf likes to travel on the surface of the conductor.
Don't know if that helps or not but just throwing it out here.