It is more likely that you are getting RFI - RF from his transmitted signal superimposed into voltages someplace in your system. I am a ham radio operator and have used (legal) very high-power transmitters in my historic neighborhood. RFI city ...
See if you can determine where it is entering the system. Is it only when you have a particular component selected? (For instance, if you only ever hear it when using your CD player, then that is probably where it is entering your system.) This makes fixing the problem easier. If you hear it on every component, it might be harder to solve, but can be done.
In the world of amplitude-modulated RF, speakers make fantastic antennas. If the interference is ever-present, start at the speakers and wind the speaker wire (at each speaker) through an appropriate RF (ferrite core) choke. CB is at 27MHz, so a type 31 mix is probably best. You can also use type 43 mix. I think Radio Shack actually has a snap-on ferrite choke that is reputed as being effective. I think it is type 43 mix.
If that does not fix it, you will need to do some investigative troubleshooting - hopefully a cooperative effort with your neighbor. (Edit: Ed is right and presents a couple of good ways to figure out where the RF is getting in.)
Here is a photo of a simple choke that I might have used right at the speaker to fix some RFI at my house.
www.radioworks.com sells some convenient snap-on ferrite cores (good type 31 mix) for RFI problems. I am not affiliated with them, but they seem to really know their stuff.
Good Luck ...