When I got my Blaupunkt it actually made my grounding issues worse, so don't go running off to buy a new stereo. Mine are vehicle-related, though, since I can hear both my coils and especially my air injection pump loud and clear through the stereo.

If you've got HIDs, make sure the ballasts are secured firmly to a ground (bare metal), and try wrapping the ballasts in foil and putting ferrite rings (they're the goofy bulges in many computer cables - the kind you want will just pop off the cable and you can pop them back on) to your +/- ballast cables.

Chances are, though, you'll need higher-quality HID ballasts.