So...in short.... are you saying that you have an RF receiver that receives encoded mp3 info.... and the decoded mp3 info goes to your mp3 player module......and some kind of noise is heard when your receiver module is in close proximity to the transmitter side of things?
Yeah... maybe as some people mentioned already.... try ferrite bead of rf chokes..... and also ensure good grounding of two sided boards. And ground tracks thick as possible.
Decoupling capacitors on ics are beneficial.