As said, if you find it annoying, there are solutions, but basically XP is keeping the optical output hiding in your headphone port on all the time, while OSX doesn't unless you're using it (I think). It's not harmful in any way, regardless.
its the optical output of your sound card. If you want to disable it in winxp you have to do it in the audio controls in the control panel. You just turne SPDIF off.