it is just interferance. if i have my cd player on aux, turned up loud, as it is connected to my electric drums, i can hear the radio. i solved the problem by removing the ariel from the radio.
edit: you may be familiar with the fact that a current in one wire will induce a current in one near it. i think that that is what happens inside my cd player. the radio signals also come out when it is set on aux.
are your speakers near a radio? it is weird that the sound goes away when you turn them up. you could always up the volume on the speakers, and then drop the computers output volume, so then you wouldnt hear it.