http://www.unitedstatesaction.com/emp_and_faraday_cages.htm
With radio’s and smaller appliances, a Faraday cage can be built by using two cardboard boxes: one should fit tightly inside the other, and the item to be covered should itself fit reasonably well inside the smaller box. That is about the most work involved—finding the right size boxes! The outer box is then covered with aluminum foil or Mylar, as from a cheap “space blanket.” A grounding wire is then taped to the foil. I then cover the foil with black 6 mil plastic, taped securely in place, to protect the foil from ripping. At the end of the ground wire I attach a cheap small alligator clip from Radio Shack. The item to be protected is placed inside the inner box, which acts as insulation from the outer box, and any EMP hitting the foil and is bled away by the ground wire.
Don’t tell me, you asked the question and I answered it. I know about Faraday cages.