i would replace the speaker wire that comes with the setup with some better stuff, as you suggested. get yourself a roll of Monster Cable speaker wire, should cost u more than $50 to do everything. I have a lower-end Sony Home Theater In a Box (although I have since upgraded the DVD player and Receiver) and it came with that flimsy speaker wire, I used Monster right off the bat and I have never had any issues.
If you’ve got the receiver turned on and nothing going through it, and its dead silent in the room, you’re going to hear a faint “static” sort of sound, thats somewhat normal i suppose.