Over on Reddit user will1384 has posted about his imgur photo album that clearly documents some well researched steps that he took in an effort to shield the RTL-SDR dongle from interference. Interference is caused by strong out of band signals that can sometimes show up even when no antenna is connected to the dongle. Shielding the dongle helps to remove this interference.
The main steps he took were the following:
- Buy an aluminium case from ebay and put the dongle inside it.
- Remove the USB connector and ground the dongle ground to the aluminium casing using a 1M Ohm resistor and a 47nf ceramic disk capacitor.
- Connect the USB data lines to a USB extension cable and wrap a toroid around the 5v and GND lines and twist the two data lines together.
There is a discussion about this shielding project on Reddit.