Jim is right, it most likely is a ground loop. You can also buy ground isolation transformers or the Mondial MAGIC, both of which go in line with your cable.
Did the Cable Guy Do It?
I recently had the cable tech come in to fix a problem with poor picture on some channels. He fixed that problem just fine by replacing the splitter outside and running new cable to the box. However, now I'm getting a loud humming sound when I fire up the receiver that is apparently being caused by the DVD player audio connection. Whe I disconnect the audio out from the dvd player it goes away (along with the sound). I tried replacing the cable to the dvd player, but that's not the problem. Any ideas what could be causing this? Could it be the dvd player?