4 way speakers are not just for bass, they cover the sound spectrum, Highs, mids, lows and bass. Do not confuse lows with bass.
What you are hearing is called clipping. it is when the impedance (ohms) are wrong and the power is getting chopped up to much (clipping).
On those speakers (I don't know what brand or style) there should be a built in crossover to regulate each speaker and also a way to select the ohms.
Just my .02.
Or you might have gotten a crappy set!!