USB speakers require a USB driver (Typically running under Windows, OS-X, or Linux). And, the UNO is a USB device (like the USB speaker) not a USB host.
Your best bet is an [u]audio shield[/u]. (Maybe that's what you have... Your image doesn't show-up in my browser.) They come with various features, but they all have a memory slot, a sample-rate clock, a DAC, and all of the necessary firmware, etc., to "make sound". The Arduino is just a "master controller", and in some cases the audio shield can work without a microcontroller.
An audio shield will work with regular (analog) powered computer speakers, or with an amplifier and speakers. Or, some audio shields can drive a passive 8-Ohm speaker (at low power).