Depends on how much you've got to spend, really. If you're PC is always going to be the main source, getting the best sound card you can afford, will probably offer a better improvement.
Also depends on the files. If it's always going to be lossy, low bit rate MP3's, there's no point in considering a proper hifi.
Obviously the benefit of the separates route is that you can upgrade each component when you can afford it, but with the Aego's, you pretty much have to start again.
Either solution will offer a good choice really (for what they are). If you're really not sure, you'll just have to see if you can demo them and have a listen.
I'm sure you've seen this (System No 3)
http://www.richersounds.co.uk/information.php?cda=static&cst=hifisystems
But it is double the price of the Aego's. For the price of the Aego's (£90 ish) I'm not sure there's a new solution open to you that offers the same sound quality at the price. Unless you want to go second hand.......