First you need:
PS3
monitor(has DVI-D (HDCP) Input)
HDMI/ DVI-D (HDCP) cable

If you want hear voices you need:
RCA cable
cable thats other head goes to your speakers and other head to R and L audio of you'r RCA cable

Step 1:

Okay now place you'r HDMI and RCA cables to you'r PS3. Then place the other head of HDMI cable to your monitors DVI-D (HDCP) input. remember keep monitor and PS3 off.

Step 2:

Now switch your PS3 and monitor on. This kins of note should apear(in you'r language!!!)) Press yes.

Step 3:

Now place you'r RCA cables other head to your speakers. Now go pack to your ps3 and go to settings--->Sound settings-->First in the list-->audio input