Normally this happens if you have some really cheap and nasty speakers. The manufacturers use cheaper components, so the quality of sound is generally pretty poor - especially higher and lower frequencies.
If you do have cheap speakers (by cheap, I mean about £15-20 or less, like the ones you normally get when you buy a PC), you've got a choice of either buy better ones or live with it. If you know they're expensive ones that aren't supposed to be making this noise, pray it's still in warrenty and get a replacement.