The router uses the same or too close of a frequency as the phone. This is common. Return the phone and try to purchase one in a different range. 2.4 gHz is the most common though, ya so you'll have to look. Microwave ovens can do this too.
Alternatively, you can try to force your router to use a different channel than it does now, between 1-11 and maybe that will alleviate the devices interfering with each other. Try 1 first, then 11 and go from there.