I too had our local station on 800 khz causing massive overload. I built a series tuned circuit using a ferrite toroid core, litz wire, and an old 365 pF variable. Connected it across the RSP2 HF antenna input, so resonate signals were shorted to ground. It works very well, tunes very sharply and is ideal if you only have one problem station. A major metropolitan area would be a different story...
