Phono stage picking up radio signals?

The strangest thing happened this evening. I just hooked up my Whest phono stage and as I was letting it warm up I turned up the volume slightly to check the noise level and noticed a strange noise coming from the speakers. At first I thought it was a ground loop hum or some feedback, but when I put my ear to the speaker I distinctly heard music. I turned up the volume a bit and to my surprise I could hear and identify the song playing, followed shortly after by DJ banter. It was obvious I was picking up a radio station, but I don't have a tuner or any other radio device in the home. Can anyone give me a clue as to what might be going on.