I was going to ask the same thing. Even my mid-fi computer set up using Klipsch PM41s via USB from my iMAC can be very revealing provided the recording is of high enough quality.
On the better ones, it's' quite easy to hear differences. Consistently. Why do I get the impression there's a lot of really cheap "audiophiles" out there, pissed off at the world?
All the best,
Nonoise