I was hesitant to reply at first because the original person had found a way to get to sleep. However, I see it was posted in 2007. The EMF cancellation devices were debunked years ago. I am an electronics engineer, and I can tell you EMF cancellation does not work. I design products which have to meet EMF emission standards. New products are not permitted to interfere with existing radio, TV, mobile phone, or GPS signals. It can be very difficult to meet the very stringent standards, and active cancellation does not work at any cost. A cheap household appliance can't possibly work. On the other hand, the level of EMF people are exposed to is very small unless you live UNDER an high voltage transmission line. The power lines in the walls are closely spaced, and the EMF is mostly between the wires.
Can EMF hurt people? Yes, a microwave oven is a BIG EMF generator that is tuned to the resonant frequency of water. Anything with enough energy to boil water will hurt you. The field does not get out of the oven to hurt you because it is a conductive box. Even the glass window is a conductor. Microwave ovens are exceptionally safe devices.
What happens at low EMF levels that don't cause burns? The existing research shows no definitive harm, but they are looking for things like cancer, not insomnia. How can you get away from it? Climb into a metal box. Shielding the only effective method. Keep in mind this is only effective for electric fields and does not shield against magnetic fields. Magnetic shielding is very tricky business, but there are materials such as ferrite that can bend the flux lines away from an enclosed area. You just can't throw this together and expect it to work. There is a lot of mathematics to field theory and quite a bit of art required to make an EMF shield work. An aluminum foil hat is not going to work.
When I test my equipment, I take it to a company that rents a shielded room with measurement equipment. The room cost $1.000.000 to build.
I am very happy to hear someone was able to sleep with the reassurance from some device even if it just a placebo effect. However, I can't tolerate people wasting their good money on EMF cancellation devices that do not perform as advertised.