Problem with Roccat Kave 5.1!

OK, so I bought the Roccat Kave; heard great things about them!
Just a question, when I plug them in, and put the green 3.5mm cable (audio one), and turn the front speakers up, I can hear some noise like errrrrrrrrrrrrrrrrrrr ,,, when I turn down the front speakers, it goes away, when I plug headphones out, it goes away.
Is this normal or is't a problem?