Sounds like either unshielded wires or a slight shortcircuit.
Here's a funny story from my own experience. I attended college in Macon, GA -- the middle of the Bible belt, for those that don't know -- with some of the most religious, Christian roomates in the world. About 3 months into my freshman year, I realized that there were noises coming out of my speakers even though they were turned off. With my roommates also listening in, we determined that there was, honest to God, PRAISE music coming out of my speakers.
Come to find out, the cord for my speakers had come lose from the back of my PC and was contacting the metal frame of the case. Somehow, this interference was enabling a local AM Gospel station to come through (quietly) on my speakers. How? I'm not sure, but it was pretty scary.
