The best tool - would be a pair of small tweezers. That would probably help you remove the piece stuck in the socket.
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Look at the part that plugs into your computer. If it is a little bit rectangular like a USB plug it goes in the USB if it looks like the normal headphone jack it goes in the headphone jack. if that fails look at the input part and try to match it with something else. if that fails your hardware is incompatable.
2.5mm
Yes you sertainly can, bit I hope you mean your monitor (screen). Your computer cannot be a laptop and you must have a tv with a headphone output, and your monitor can have either an audio input that should look like a green circle and you should be able to fit head phones in, or two imputs (one red and one white, also the size of headphones). If it has the green circle, then either your computer or monitor should have come with a wire that is green on both ends and both ends fit in a headphone jack (both sides look exactly the same and either side will work on either the TV or the monitor). Connect the PS2 to your TV like usual and then connect the green cable into the headphone jack in your TV and the other end in your monitor's audio input (green circle). Turn on everything and the transfer should work. If you use external speakers (separated ones) then connect the speakers into the TV's headphone jack (you will not need the green cable I talked about earlier). If you have the monitor with a red and white input, it's much more simple. You just connect the video part of the AV cable (usually the yellow part of the cable with three small cables) to your TV and the audios into your monitor (usually the red and white parts the the AV cable). That's the only two monitors I know so I hope I helped. Sent from my iPod touch.
If you have a sound cable, you can. Plug one end into the DSi headphone jack, and one end into your computer's microphone jack, then hit Record. You can then transfer the sound to an SD card, if you want.
To connect a headset with a 3.5mm jack, you will need a 3.5mm female jack, a audio to phono cable, and the AV multi out lead. After connecting all three pieces, head to the PlayStation 3's Settings>Sound Settings>Audio Output Settings. Put the settings to Audio Input Connector/SCART/AV Multi, and this should work for you.