They'll maybe thump on startup - that's a feature of the design of the filters in the amp. Some amps get round this by not switching the speakers on until a second or two after the rest of the amp, then the filters have settled down and they don't thump. You can make your own with a relay and a little bit of electronics, if you're interested and don't mind hacking your amp a bit. If it's a computer speaker, the amp is usually pretty cheap and nasty, so a click on startup is fairly normal.

If it's continual, there's something wrong with the amp. If it just does it after a particularly loud section, then it may be an active filter that's been driven too hard and started doing strange things (a 'limit cycle', for those in the know). Otherwise it could just be a connection somewhere has gone bad. If the amp circuit-board uses normal through-hole components, you could try remaking each solder joint - don't bother trying this with surface-mount stuff, or you'll definitely kill it!

Is it definitely a feature of the speakers (active, I presume)? Have you checked that the soundcard is OK by plugging in a pair of headphones - it may be that the soundcard is the problem?

Or do you have Doom or Quake running in the background? In that case, a rhythmic "badabadabada" is entirely normal - usually accompanied by the odd "Arrghhh"... :-)

How fast is this 'thump, thump'?

Grab.