Hi,

You need a stereo audio cable with a 3.5mm stereo plug at each end (the length you require is up to you - this link shows you what it looks like, not that you have to buy from them, they are available in a lot of other places http://www.amazon.com/Parts-Express-3-5m... )

You connect it from the green coloured socket on the back of your PC to the speaker with the volume control.