If your talking about radiated immunity:
If you want to preform the IEC test, then it would be best to get the same equipment as the place that your testing and shielded room. The reason for this is you can't radiate on the same frequencies as someone else's radio band.
However, performing precompliance radiated immunity testing in a small
shielded room is not a viable option, for the same reasons that it was
not viable for performing radiated emission tests, that is, the
problem of reflections causing large uncontrollable peaks and nulls in
the radiated field pattern. Therefore, some other method must be found
to do precompliance-radiated immunity testing. Two possibilities
exist. One would be to use a low-power broadband source of radiation
and to place it close to the EUT. The second would be to use a
narrowband radio transmitter that is presently authorized by the FCC
for use by the public, license free, such as those for the Family
Radio Service or Citizen Band (CB) radios. This approach, however,
only allows testing at certain specific spot frequencies
Source: (pg 718) Electromagnetic Compatibility Engineering. Author(s):. Henry W. Ott.
Conducted immunity into a power supply:
There isn't really a good way to do this as far as I'm aware of.