This adapter can plug into the game system and will allow you to plug in computer speakers.
This is ideal for a 2.1 system. If you have a multichannel system, with one of these adapters you'll only get sound out of the front L and R plus the sub. Some speaker systems will have an mode to allow a stereo signal to be played on all the speakers.
Your soundcard may also have a feature like that. In that case, connecting the system to the line-in on your soundcard may allow you to play it on all your speakers.
If you have a 4.1 system, you could also get one
of these and plug it into the first adapter. You'll get the stereo signal on 4 satellites then instead of 2.