Need to do a few things here.

First, you need to dig out the composite cable which bundles with the system. The one with the yellow, red and white head. Plug that into your PS3. So now, your PS3 will have an HDMI cable plugged in as well as the composite.

Now, go to the XMB menu and set your sound output through the composite cable (the one with the red-white head). You will have video from HDMI output and sound from composite cable output.

You need to convert the red-white head to a 3.5mm jack. You can get those in almost every Ace Hardware store. Sells at RM3.50 . Quality depending. There's also cables from red-white female to 3.55mm male if you are lucky enough to find one. Worst case, go to Pasar Road and get a high quality one.

Once you have converted the analogue audio output to 3.5mm, plug it to your PC speaker input. But if you want to plug direct to headphones, you will need a headphone amp.

I would suggest not going to some random shops to buy them. Best to get them either from Sony or those shops with high reputation (Heavyarm).

I've once went to a random shop where they sold me a DS3 at ori price. Turns out, the buttons does not register unless you press it hard enough. Went back to the shop and their excuse is that I'm not pressing it the correct way. They even 'teach' me how to press buttons. Pretty sure I won't last 10 minutes of gameplay if I were to press like that.

In another case, I went to another random shop to get another controller. Turns out, the analog sticks does not feel smooth. Hard and stiff (insert "that's what she said" joke). What's their excuse this time? The new batch of DS3 from Sony is like that. Bummer.

After the two incidents, I'lve pretty much given up on random shops. If you wanna know, it's one of those shops in Summit USJ. Now, whenever I wanna get a DS3, DS4, console or any accessories, I'll get them from the forum bigtimers.