I'm with barefoot. Shielding a whole room is very difficult to do really well. Don't get me wrong: you can actually get some good out of doing it haphazardly, but doing it well enough to *predictably* make a significant difference in EMI is pretty difficult to do. And cut-and-try gets to be time-consuming...
Several good points have been made. It is very hard to shield apertures like doors and windows, and leaving a slot in the shield tends to create a waveguide and let the cooties come pouring in anyway. However, having said that: you still get some attenuation in some cases, and some may just be enough for youre specific case.
One thing I have to mention, though. Brian said "Hell, you could not even hook the foil to the ground and it will STILL work." This, unfortunately, isn't true in general. It *may* work, but it might actually make matters worse- just as building a good shield with a bad ground bond may actually make matters worse, not better.
If you put a big hunk of something conductive in a strong RF field, and the dimensions of the "something" are just right with respect to the wavelength of the source, you can set up a resonator and make the problem locally *worse*, not better! Think "microwave oven". If you are going to shield things for RF rejection, the *first* priority is to get a good ground bond: and for RF shielding, that means a very low inductance ground bond. Short, fat, straight- use the minimum possible number of bends, and for _sure_ no loops. The bottom line is that RF behavior is a completely different world than our nice, simple, essentially-DC audio stuff, and inductive effects simply cannot be ignored.
I've personally had mixed luck in building adequate Faraday cages for audio, but given that even the best professionals in the field have a hard time achieving adequate results, I don't feel too bad about it. In the late '70s, I was involved with a band that rehearsed in a garage at the base of the WBZ radio/TV broadcast tower in Needham, Ma. What was their ERP back then, maybe 5 megawatts? The back yard fence was literally right against the perimeter fence of the transmitter site, and the RF field strengths were so high that the 8-foot flourescent light tubes in the garage would never go all the way out- they'd always glow just a tad bit, even if you took 'em out of the fixture. I vaguely recall it being on the order of 5-6volts/meter when we measured it! Now, _that_ was an interesting challenge.
We built the shield for that one with tight-mesh aluminum window screen wire, bonded to #8 solid copper that ran directly to ground rods outside the garage walls (6-inch total length from the corners of the room!), and with phosphor-bronze grounding fingers around the periphery of the door so that that aperture would be shielded when the door closed. We also completely shielded the floor under the carpet and bonded it to the wall runs, since you need to make the cage _complete_ if you expect good results. I put in some heavy-hitter Webcor EMI filters on the power feed, since an unbelieveable wad of hash could get in that way. After some more hackery, we also bonded the chain link fence in the back yard to ground at 4 points, because I got the inkling that it was reradiating some harmonics at us (maybe the corona discharge visible at the gate latch on cold, clear nights told me that). We got to the point of being able to tolerate the EMI, but never killed it anywhere near completely. At least the lights would go out all the way after we were done!
Doing this sort of work can be a crapshoot, unless it is really carefully designed. You absolutely can get satisfactory results with just aluminum foil, a staple gun, and good intentions. The problem is that you can also get no benefit at all, or even make it worse. RF is gnarly stuff, dude, and it can be a hard beast to tame.
For the original poster: IMNSHO, the very first place to start is with a good, low inductance, single point ground for the rig. Setting up a clean, solid star grounding arrangement is good enough to tame probably 75% of the EMI problems commonly encountered in the field. If that doesn't do it, _then_ you can pull out the bigger hammer.
Jeez- I'm a junior member now, not a newbie any more. Whee!