Dell Sp2309W Audio Troubles! :(

I have a Dell SP2309W monitor hooked up to a Dell AY410 speaker, problem is the speakers have no bass for a 2.1 system (they still work in a mediocre way).

If I plug the speakers to my computer (XPS 8100) directly then everything works like a charm. Ive tried this on both Win 7 and Ubuntu Lucid Lynx with same results.

Is this a limitation on the monitor because I don't think its a driver problem or is my setup incorrect ?

Setup: Audio-out from PC to Audio-in of monitor then Audio-out of monitor to my AY410 speakers.