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HDMI to VGA cable if your monitor is old, HDMI to DVI cable if it's within the last few or so years. They did use to sell those at Walmart although you could probably find them cheaper online.

You'll have to go digital audio out if your display doesn't have any sort of USB/audio input/outputs (typical for bare bones monitors). Unfortunately, you'll need to get a digital audio cable Y splitter to RCA stereo plugs or a digital audio to 1/8" mini-jack converter to plug in headphones or computer speakers. It's a workaround, but it can be done.

You also might be able to get a USB headset to work with the PS3, but I own one and it does not work (needs driver).