Depends on what quality of sound you are looking for. If you aren't picky like me you just hook it up with a headphone jack in the back of your computer. Or run the sound through the computers existing speakers.

Scroll down to the "• 2.5mm/RCA Audio Cables" section and pick your length.
Audio Cables - RCA / 3.5mm

Depending on your motherboard/sound card you may have other hookups for higher quality/surround sound. Other than that as far as I know if you want higher quality sound you are looking at purchasing a graphics card with an HDMI output slot. (Which you can pick up for just over $100)