It is strange, but my boy Alphie chews when hes out and never really chews in the cage...rats do seem to like rubbery things, all of mine go for my laptop cable when i have them out with me. When I had a rabbit he chewed EVERYTHING...All my barbies had half a face if I left them out lol. Only thing I can say is watch them; rat proofing and free ranging are one thing, but if she was in the closet where you couldnt see her for long enough to chew through the cable then i suggest you make sure you have an eye on them both at all times. The only time I ever take my eye off of mine during free ranging is when they are on my bed, with no way to get off apart from jump (and none of mine ever have) and even then its only usually to run to the toilet real quick or to another room and I usually wait till they are a bit settled.
You could also put cardboard or wodden boards up to stop them from getting to certain places. We have so many cables around our front room its impossible to rat proof to the extent that they could freely run around, so we made them a fold away sort of pen from card board that allows them most of the floor space but not to the edge of the room where all the cables are.
Rats are so mischievious they will usually find something a bit naughty to do the minute your back is turned.

 

You can get some tubes from a hardware store and cut a slice in them and put the wires all inside. I don't know how to better describe what they are. If I can eventually find a picture I'll post it.

 

You can also buy tubes to cover your wires at most pet stores.. they are sold to protect puppies or bunnies from chewing the wires. The ones I seen are like a clear plastic tube... not 100% sure if they would be chew proof to a rat.. but I supose if it would work for a dog it should.

You could also put some nails at the top of your wall and run all your wires high up where the rats cant chew. Close your cloest, even wrap some exposed wires in blankets etc. Get creative.

 

thanks for the replies...i've tried putting stuff in front of where the cables are but they always find a way to squeeze behind them..and not only that but now that i keep all my closets closed (they caused a lot of mess there) they act like crazy trying to get in...i assume becaused they really liked climbing on the shelves...how can i keep them entertained? they don't play with toys, they just want to climb/explore my room...