to connect it you'd need something with an line out or some other sound output jack, like a 56k modem or soundcard. you could easily buy both for very cheap. also need to have AUX Input jacks on your stereo.
you could get a splitter that splits the 3.5mm stereo line out plug on the PC into 2 RCA plugs. then run RCA cables from there to the AUX Input Left and Right on your stereo. if your stereo doesn't take RCA cables, then its pretty much the same thing, but with different wires.