Buy yourself a nice receiver, i.e. Denon, Onkyo, etc something with 5.1 support just in case you decide to go into that later, and a pair of Paradigm Titans or maybe some PSB Alpha's, and a nice little set of speaker stands. Tons better than any computer speaker setup. These sound better than consumer products, but cost about the same as far as the speakers go. These are not high end mind you, but mid level speakers, great for someone just entering into the home audio market.
Also, in order to get a good clean connection from your PC to your new receiver, i suggest an AOpen AW744Pro audio card which you can pick up for about $30 and they're cleaner than the Soundblaster Live! cards and work really well in win2k. They're nice to connect to receivers because they have an optical out on the card and your audio card won't even be decoding the digital signal, it goes directly to the receiver and the receiver will have much nicer DACs (digital to analog convertors) than your typical sound card and you'll get much nicer sounding music.
Also, in case you haven't done so, go download the
MAD Winamp Plugin to make your mp3's sound a LOT better than they do now, and delete c:\program files\winamp\plugins\in_mp3.dll, then enable MAD from the Winamp options.
dm