I have a similar situation with the 12V power supply for an XM MyFi satellite radio, which contains a very (electrically) noisy switching power supply. The situation is even worse if I use the hardware audio connection to Line-In on the stereo, despite several attempts at filtering. In other words, you may need more than a few loops through a ferrite.
Once upon a time car stereo shops had L/C (inductor/capacitor) filter assemblies to suppress alternator whine and such; you might have some luck with something like that if the ferrites aren't enough. Some info (and a caution on filters) can be found at http://www.carstereo.com/help/Articles.cfm?id=71
Apparently my high-frequency hearing is still pretty good, because several guests 10 years younger than I don't notice the whine, which my wife and I find intolerable. For now the workaround is to use the MyFi's internal FM-modulator to feed the radio tuner, but that's a compromise in quality and necessitates scanning and picking a new frequency as we move from place to place.
Next step will be more aggressive filtering, more direct power grounds (currently radio and accessories take their negative from the small busbars on the back of the breaker panels nearest their breaker). I think a heavy-duty common negative rail before the panels' pigtails would avoid some common-rail noise from running each "ground" all the way up to the breaker and back. I may try a pair of small 600-ohm audio transformers on the Line-In to determine if the noise is indeed coming in on the LineIn shields, vs power supply ground.