[RodB]

Hello Ferran,
I'll try to clear it up for you. In America the AC power supply is referenced to earth ground. Most house wiring is 120 volts AC 60 cycles. Houses are full of hundreds of feet of wire. The ground wire for all the power in a house comes to a single point and that is electrically connected to earth ground. All that wire acts as an antenna both for transmitting and receiving lots of electrical noise and interference from motors, fluorescent lights, wall worts, etc. And that's how it gets into our radios.

The objective with the capacitors is to attempt to filter out the noise to earth ground before it gets to the power input to the radio. It uses (2) .1mfd capacitors, one connected to each side of the AC power. The other lead of each cap is connected together then attached to earth ground with as short a wire as possible. Typically earth ground is the cold water pipe in a house. The plug would then be plugged into my power strip. I would use Y2 safety caps at 0.1mfd.

If I were to make this I would put it in a small box with a power cord and plug and a separate ground wire. If the box is metal then it to would be connected to the ground wire.

   

This will only handle noise on the power lines. You will still have to deal with the noise and interference transmitted through the air. Maybe others have a simpler explanation but I hope this helps.