since most speakers for computer systems plug into the wall, they will always be receiving power from the wall, not your computer. they receive power even when your computer is off. your best bet would be to relocate the switch used to turn on the perepheral to a more convenient place:
there are surge protectors on the market that plug into the rear with cords and feature a lighted on/off switch on the front. typically these flush mount to the front or top of your desk. you can individually turn on/off any component without crawing under the desk.
you could have a short extension cord with a switch running between your power plug/surge protector and the speakers. just attatch it to the desk somehow. extension cords aren't for long time use though so I cannot recommend this as a permanant fix.
if you are comfortable with wiring you could always cut the ends off an extension cord and pass them into an electrical box. tie the two ends together with a switch and mount it to your desk somehow. again, this is a diy solution so do so at your own risk.