monsoon pm-9 distorting

just set up my monsoons, not sure if I like the sound. prior to this i used jbl tower speakers which are powerfull and deliver a 'large' room filling sound. these sound much 'smaller', like glorified headphones. also, I thought decent multimedia speakers could be played very loudly without any hint of distortion. that's not the case, when I turn these up loud they distort frequently on difficult songs(enya). Should this be happening?