Xsound, I did a Google search on "shielding speakers" and found a bunch of sites that cater to your very need. All of them require that you open up your speaker to apply the shielding.
There's a product called "MuMetal" that you wrap in several layers over the magnet assembly that looks kind of promising, and it's not too expensive to try if you're feeling adventurous.
Generally, the best advice is to buy sheilded speakers and sleep soundly.
rotsa ruck!