Hello,
You must use an external audio system. If you have an A/V receiver or home cinema with SPDIF optical input, this is the best way (you will need an TOSLINK cable). You can use also a PC speaker system, but for that you must use the analog output from your PS3 (that cable with three RCA plugs: yellow, red and white). What make/model is your monitor? Some monitors can do sound extraction from HDMI and has an audio output jack.