Many computers have a sound system built onto the motherboard; that is, they aren't add-on sound cards plugged into a PCI slot, but, rather, the outputs are directly attached to the main board (AKA ``motherboard'') of the computer (as is the sound processor itself). Very often, these built-in sound devices are (apparently) not well shielded from the other electronics on the motherboard and you can end up hearing odd crossover exlectrical interference. In my experience, the most common one is that you can hear a whitling grinding sort of noise when you move your mouse. Neat!
It seems that this problem usually does not exist when the sound is supplied by an add-on PCI card. Whether this is due to the PCI card being better separated from the other electronics in the computer or if an add-on card is simply of better quality I don't know. But that is many people's real-world experience nonetheless.
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Bitt Faulk