Probably a combination of cheap speakers and possibly your computer as well. Test it by hooking up some headphones (that work decently well) directly to the computer. If the headphones check out, then it's just the speakers. I had this same problem before. My speakers were like the $15 variety, and I could honestly listen to the radio on them when the music was off. A newer $100 set of speakers brought the buzz to a barely audible level, but if I strained I could still hear it. Finally, getting a new computer put to rest all of my buzz problems, and the nice speakers can truly shine. Good luck with yours.
edit: My bad, I thought you were talking about computer speakers. Disregard as you wish.