Here is a link to a mu-metal shield for PC monitors.
http://www.magnetic-shield.com/products/ig.html
They use a special metal to block and absorb magnetic radiation.
This is very common if there is a large Power conduit in the wall or ceiling near your work-station.
Another possibility, is that the degaussing circuit on the monitor has failed, and is staying on all the time.
You can check for this by moving the monitor to a different PC.
Unless the power line near the building is a 'primary' high voltage line, it should not cause any problems if it is more than 30 feet from the PC.
Chas