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 fromhttp://www.newegg.com/Product/Product.aspx?Item=N82E16836121020&Tpk=LS11%202.0
(6 W / channel)
to adding a subwoofer, which may give you the oomph you are missing: http://www.newegg.com/Product/Product.aspx?Item=N82E16836113027&Tpk=VS2621
to the cool and funky: http://www.microcenter.com/single_product_results.phtml?product_id=0222107
to the fairly extravagant: http://www.newegg.com/Product/Product.aspx?Item=N82E16836166005&Tpk=bose%20companion%203
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?