Do I take it your speaker system has a selection of plugs coming off it?
Do I also take it that you computer has just the pink, blue and green audio plugs?
If so your problem is that you need to install a proper sound card into your PC, because a standard set up (green plug is line out, blue and pink are line in and microphone) will give you stereo sound for two speakers only through your green port. You probably want a 5.1 card.
If all your hardware is correct, and you have all the relevant plugs, then first check how it is all connected from the manual. Then check the settings on the master control on the computer, and finally check the settings of the piece of software you are running your film/music through.