RFI and EMI can be minimized by keeping all measurement devices, cables, and DUTs as far from the interference source as possible. Shielding the test leads and the DUT will often reduce interference effects to an accpetable level. Normally, noise shields should be connected to signal LO, but if the RFI/EMI is earth-ground based, connecting shields to LO may not reduce the interference. If all else fails, external filtering of the device input paths may be required. A simple one-pole filter may be sufficient. In more difficult cases, multiple-pole notch or band-stop filters may be required. But remember that such filtering may have imposed increased response times on your measurements forcing you to sample at slower rates.