A basic radio receiver consists of a detector, an audio amplifier, and a speaker. A guitar amp will do just fine if something acts as an RF detector.

In the 40's and 50's, kids often had 'crystal radios' which used a chunk of Germanium crystal as a detector. A cold solder joint has a similar crystaline structure. If that cold joint happens to be near a diode, you have a lovely setup for radio reception.

Cold solder joints are not the only possible culprits. A damaged, or failing tube can do it. Transistor amps are not immune either. Something as innocent as a loose input jack can do it to you.

You can reduce the likelyhood of encountering this problem by carefully checking your gear for loose connections. If you still have problems, you can have a tech go over your amp, [u]and[/u] your guitar.