What CountMike says applies to the cables from your computer's audio output jacks to your speakers. But they also apply to inputs TO your computer, and to any possible pickup by the computer's mobo circuits themselves. So any INPUT cables to your system, AND the computer itself, need good Ground connections.
Although modern electrical systems provide a Ground connection for electrical safety in the event of certain types of circuit or wiring faults, that same Ground connection is VITAL for grounding out electrical noise in signal lines. The braided wire outer shields in cables need that Ground to "get rid" of those induction signals from outside. On most computer systems that Ground connection is supplied only by the electrical supply cord from the wall outlet to the PSU of the computer. All other devices connected to the computer rely on that Ground connection source.