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A sound wave basically looks like what I drew above. It's alternating current, which passes through the 0 volts zone every once in a while. The signal extrema (the top and bottom of the signal) have to be within the limits of what your amplifier can produce / soundcard can produce, or else you'll get clipping and it'll look like this :
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Basically, you added a constant component to the sound, making it extremely loud (this is simplified) on the positive side and not very loud on the negative side. It's too loud on the positive side for your sound card to produce, so it clips As such, you'll hear the sound cutting off and losing parts. It may also break your speakers or headphones when you play it back if you don't remove the DC first.