Why does PWM creates noise?

I'm using just the audio input part of this diagram to A0 so the arduino can read the signal of my guitar and make the led strip blink.http://interface.khm.de/index.php/lab/experiments/arduino-realtime-audio-processing/
But instead of using only one audio jack input I'm using two in parallel to send part of the signal to my amplifier and some to arduino.
The problem is when I switch to a PWM sketch, noise gets to the amplifier and disappear when the value reaches zero.