Buy a VGA cable for your PS3 to plug it into a computer monitor (or a HD TVs HDMI input), attached to the VGA connector will be two RCA plugs (white and red for l&r audio),also buy a RCA to 3.5mm audio jack adapter, and a female to female 3.5mm audio adapter.
Plug vga connector into your display, RCA plugs into the rca adapter, other end (3.5mm) of rca adapter into the female to female adapter and plug your headphones into the other end of the female adapter. You'll get audio through your headphones if you do it right.