I know that its only 2.1 not 4.1...but the Boston Acoustics Media Theater is a REALLY good set. They're $150 - and well worth it. The sub just pounds...
I got them from a trader here for $140 shipped (shipping was $20 for him, USPS parcel post, insurance) and I really like them. I can make them loud enough so you can go outside, across my street, down 2 houses, and still hear it.
I bought them really for music and not games so 4.1 didn't mean anything more to me - it only means that each speaker physically costs less and generally that means they are lower quality.