This myth is absurd. You people do realize there are brutally strong magnets inside hard drives right?
One could make the argument that the A/C speaker coil might cause a problem, but the magnetic field is FAR too weak to do anything. Even an unshielded speaker has to be just a couple inches from a CRT to affect it, and that my friends is the ONLY reason to buy shielded speakers in the first place.
Shielding in speakers originates from the CRT era, when speakers were places directly next to the screens, in some cases attached to them, and unshielded ones would cause all sorts of funky colors on the display. It has nothing to do with your hard drive.