Hey Gunfreak!
Well, you live in the right town for guns. I spent a year or two there with my uncle sam.
Simple things. Try different speakers. Try headphones.
He is a CB'r "shooting skip" which is slang for attempting long range communication with other CB'rs. Atmospheric conditions must be just right for it to work, and he's probably pushing too much power. That's why you can't hear the replies, they are not close enough to affect your gear.
The fact you can hear him at all means he's either close, or just perfectly attuned to your computer/speaker setup. Look around your neighborhood. If you see a big antenna, it's probably him. If not, it's probably a ham radio operator who would be glad to help you. Either way, you'll get to know a neighbor! But, try out other speakers or headphones when it's happening. if it goes away, it's the speakers. If it keeps going, it's the computer. Speakers are cheap compared to replacing your computer!
Good luck!