unwanted radio through speakers

This problem creeps up with cheaper equipment, or equipment with bad (or no) grounding, or components that are connected with unshielded cables.  It can be hard to track down and eliminate the source, and is usually worse if you are fairly close to transmission towers (such as in a big city).Here are some articles, which you may find helpful, that I found online through a very quick Google search:
http://www.recordingmag.com/resources/resourceDetail/185.html
http://www.alectrosystems.com/tips/audio_tips/audio_tip_RFI.htm

You'll have to use a process of elimination to determine which device is actually picking up the RFI (Radio Frequency Interference).  For your small powered speakers, unplug all connections to the speakers and turn off and unplug all other equipment plugged into the same circuit as the speakers.  Then, with the speakers turned on, if you are still hearing the radio, you know it's something within the speakers that is picking up the RFI... at which time, you can try a power conditioning power strip with A/C noise filter to see if it's RFI coming through the power lines or not.  If that doesn't make a difference, then it's just a problem with something inside of those speakers picking up the radio, and you'll either have to replace them or simply try moving them around to find the best location in the room where they pick up the least amount of RFI.  If you get no RFI from the speakers by themselves, then you know it was some other device in the signal chain... so, then you start plugging in and connecting devices one at a time to figure out which one is picking up the RFI.  Also, you may want to buy a good set of shielded cables to plug into those speakers, and that may fix the problem.

With your receiver in another room in the house that you pick up the RFI through the Aux input when it's connected to your computer, that's probably just cheap, unshielded cables picking that up.  The first thing I would do with that is replace the cables with better shielded cables to see if that fixes it.  If not, then it's either the cheap soundcard in the computer, or there is a grounding problem causing a ground loop which can also contribute to RFI problems (but you should also be hearing a 60Hz hum if it's a ground loop problem).

Good luck with it!  I once lived right downtown Seattle on a hill right across from another hill that had all the radio towers on it and the headphone circuit in my little 4-track recorder I had at the time would pick up radio stations... thankfully, it was only the headphone circuit and all my cables and equipment were shielded properly so none of the RFI got into my recordings.