Actually, you can’t. Evo uses HDMI cables for the PS3s, since that Asus monitor doesn’t have Component In. That means audio is passing through the HDMI cable; you can’t split that to headphones without some very expensive equipment.
PS3 has the option of outputting audio via Stereo RCAs instead, but if you do that, the monitor loses sound. So, there’s no way you can do headphones unless there is also a pair of external computer speakers.
You also can’t use Bluetooth headphones, because the PS3 can only pass voice chat through Bluetooth, not in-game audio.
I actually looked into this for the last Evo (like most people, I need sound to play seriously) but due to the above, there wasn’t a viable solution. I hope that they do something about it this year by getting some cheap external speakers, which would also allow players to use headphones.