Have amplified function PC speaker

Replace computer speakers with a more serious speakers with built in power amplifiers (such as used in studios for monitoring).

Cheaper solution, cheap or secondhand hifi amplifier and some small hifi speakers.

You will need speakers that have a power supply other than your computer. These can connect either to your audio out or your USB connection (well, mine connect to my separate DAC and power amplifier, but I am picky).

There are many, many such speaker sets. You can go from

http://www.newegg.com/Product/Product.aspx?Item=N82E168... (6 W / channel)

to adding a subwoofer, which may give you the oomph you are missing: http://www.newegg.com/Product/Product.aspx?Item=N82E168...

to the cool and funky: http://www.microcenter.com/single_product_results.phtml...

to the fairly extravagant: http://www.newegg.com/Product/Product.aspx?Item=N82E168...

The best choice depends on what you want to listen to and your ears. Go down to a good computer store and listen to a few. What sort of budget do you have?