Several possibilities (sound card, jack, etc.).
Check your sound preferences to be sure that they are set for proper external output.
If no luck:
* Are they connected with an 1/8" jack, USB, other?
* Are they a powered speaker set or are they "passive speakers"?
* What make and model computer system are you using?
* Make and model of speakers?
* Did they come with software (disc OR download)?
Everyone's entitled to their own opinions, but not their own facts.