In general an external USB or FireWire interface will provide better audio quality, and more appropriate connectivity, than the sound cards that come with most desktops or laptops. However, many people are perfectly satisfied with playback from their internal sound cards. You may not get the
frequency response, noise levels,
etc. that you might with an external audio interface, but if the sound is really that bad then that indicates there may be some other factor involved. Regardless of the physical interface, proper levels and
gain staging will still be relevant and I think that may currently be a contributing factor.
There is also probably a little overgeneralization going on in some of the comments as M-Audio, ASUS, RME, Lynx Studio Technology, Emu and others do offer PCI internal sound cards that use high quality DACs and ADCs, provide high levels of shielding,
etc. It is quite likely that some of these internal sound cards would sound as good as, if not better than, many lower cost external interfaces.
So an external interface would likely offer several advantages and is probably worth considering but I would look at the
current levels and make sure that what you have is working properly before assessing whether a change is required.