Your neighbor's baby monitor is transmitting audio via radio waves, essentially like a walky-talky. It is possible that these radio waves are inducing a current on your speaker wire, causing you to hear that audio out your speakers. You should be able to eliminate that interference by installing a ferrite core on your speaker wire: Ferrite Core 1/2 Cord Noise Suppressor.
Because your system is not wireless it is highly unlikely that anybody would be able to hear the audio being played from your computer without some sophisticated eavesdropping equipment. Any time current is oscillated on a wire, as it is over a speaker wire, some amount of electro magnetic energy is radiated, but in the case of computer speakers this energy should be extremely low power, so there is really no need to worry about it being picked up unintentionally. Shielding speaker wires (by covering the wire in a grounded sheath) would eliminate this radiated electromagnetic energy, but it also apparently increases the capacitance of the wire, which isn't good for your sound quality, so it is generally discouraged.