It's electromagnetic radiation from your phone. When you're about to be called, it will pick up the call request from the cell station and answer the request. The EM radiation from the phone induces a current in nearby cables, which is transformed to sonic waves by the speakers.
That is the "GSM noise" (<a href="http://www.corporatetalkradio.com/thatnoise.html" rel="nofollow">http://www.corporatetalkradio.com/thatnoise.html</a>).<p>Slightly OT: One of my favorite easter eggs in Grand Theft Auto IV is that the GSM noise plays just before the in-game cell phone rings. That really had me confused for a second.
Ages ago, I had a Nokia phone with a now defunct U.S. provider called Voicestream. I could hear the callers talking before I picked the phone. Sometimes I would hear "He is not answering", but in a few occasions, I heard horrible things :-)<p>I don't even know how that's technically possible. I held on to long after the handset was out of fashion.
What type of phone and what brand / model of speakers? The iPhone is kinda known for doing this to speakers.<p>[edit] <a href="http://www.iphonematters.com/article/speaker_interference_the_real_iphone_buzz_217/" rel="nofollow">http://www.iphonematters.com/article/speaker_interference_th...</a>
I have heard you can remove that noise by putting magnetic snap things over the power line of the speakers you have. It looks like a capsule that opens halfway and then you snap the cord in between. I have a ton from old plasma/lcd installs as most people just throw them away in the box.
I've owned some Sony Ericsson models (the old T610 comes to mind) that were actually well shielded and wouldn't cause any audible interference with speakers.