If you'd prefer an adapter and not earphones, go to:
http://www.beststuff.co.uk/headphone_accessories.htm... then scroll down to "Best stereo headphone adapter lead 2.5mm plug to 3.5mm socket"
... and this is what you'll read:
Hama Stereo Headphone Adapter 2.5mm to 3.5mm
Some devices have 2.5mm jacks (PDAs, some phones etc.). This adapter allows you to plug a set of headphones with a more common 3.5mm jack into a 2.5mm socket. High quality headphone adapter. The advantage of the short leads is that you can plug and unplug headphones without putting strain on the source socket. Stereo adapter.
£4.49 - This is the price you pay no VAT or delivery charges to add within the UK.
I bought this and it should be arriving when my wife's parents visit from the UK on Jan 26. I had looked at the Radio Shack adapter when I was in the US for Christmas, but it stuck out way too far and I had read of some problems with it (i.e., having to leave it slightly "out" to get the stereo signal). This one is at a right angle and has a small lead.
<EDIT>Nevermind... that Seidio adapter is almost the exact same thing. But if you're abroad the Best Stuff.co.uk adapter might be a better option.</EDIT>