As computers get faster, they get hotter, and require more and more cooling to keep them functioning correctly. In a regular off-the-shelf system, low acoustic noise isnt very high on the list of design priorities, and they may well suffer from loud fan noise, which can range from being annoying to listen to for long periods, to making acoustic recording in the same room impossible.
One advantage of building your own computer is that you can design the system to be quiet, choosing better cooling systems and better fans, but there are still a few options open to those who have bought a noisy system off the shelf. The CPU fan is usually what causes the most noise. There are now many really good CPU coolers available, with large, slow running fans that make only a whisper in comparison to the stock cooler than came with your system. Changing them out is relatively straightforward, although do make sure you have a really good seal, or damage to the processor can result. If you really want to go to town, then quieter case fans are also available.