Foleyj1 said:
This also happened with the previous set of speakers that were connected to the same system.
Okay, this part makes it less likely that the speakers are the problem. Try turning off everything else nearby or on the same electrical circuit, particularly other peripherals or even non-computer things nearby, while sound is playing. This will let you see if another appliance or peripheral is interfering. Include your monitor in this test.
Can you try plugging the speakers into something else: another computer, TV, stereo, whatever with a line out jack? You can see of the same noise is there, which will let you know if the Mac itself is causing the problem.
It is possible that the noise is somehow coming from within the Mac, but that is a little harder to isolate. I'd hate to suggest going out to buy hardware just for testing, but do you know anyone nearby with a FireWire or USB audio interface that you might borrow (an iMic would do)?