Maybe your speakers are sensitive to radio signals, like how my speakers are sensitive to Wi-Fi radio signals, CDMA/GSM phone radio signals, and even sometimes radio signals from planes nearby.
I had to actually turn off my speakers, I couldn't use them, adjusting the volume does nothing, and when I use my headphones, the sound just comes through my headphones for some reason. Doesn't do it when I plug my headphones directly into my computer.