If you really want to be safe: put it in a cardboard box, wrap the cardboard box in air tight aluminum foil or a metal container, and then put the whole thing in another cardboard box to prevent any grounds or shorts.
For the same reason that a crumpled up ball of wire is a bad antenna.
To induce an appreciable current, the magnetic field has to act on a wave-compatible portion of the conductor. The length and alignment of the wire has to resonate with the direction and length of the wave.
