It also depends on your motherboard. For instance if it has RCA outs, or optical outs on the rear panel it can be easy to connect to your receiver - and you can do it even with analog-only outs. If you don't have the options I described, you can get a sound card that will have these easy optical/RCA options. Can you give us something to work with? What are your system specifications?
EG/ Pre built - manufacturer and model number.
Self built - motherboard and general system specifications.