This article is from the rec.audio.* FAQ, by with numerous contributions by Bob Neidorff others.
You probably will need to buy speakers that are made with an
integral magnetic shield. Magnetic shielding is usually done
by either shielding the speaker magnet or by cancellation of the
magnetic field very close to the magnet, or by both. Shielded
speakers are NOT built by lining the enclosure with metal.
While it sounds like a good idea, it doesn't work.
A common magnet shield is a mild steel cup around the magnet.
This is the cheapest shield, and is usually fairly ineffective.
It also will interfere with the speaker's critical magnet gap,
so this type of shield can hurt speaker performance by shorting
the magnetic field and reducing the magnetic flux density in the
gap, which can reduce efficiency and affect the speaker's low
frequency performance.
Cancellation is done using a reverse-polarized magnet glued to
the back of the main magnet. If done right, it can almost
completely cancel the rear stray field. In some cases it can
also increase the magnetic flux density in the gap, which may
or may not be desirable.
 
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