Basically, what I am doing is adding an audio out jack and also a bigger, sturdier telescoping antenna. This is a great improvement on the original.
Step 1: Go get stuff
Gakken Theremin Kit (from Make)
A power drill
A mini screwdriver set
A mono jack with switch
Something with a telescoping antenna
A solder setup
Some extra wire
Step 2: Make the kit
Alright, let's now assume that you do.
Step 3: Open it back up
First thing is first, we need to open that theremin back up.
Remove the screw in the bottom and take the casing apart.
Step 4: Drill and install
Once you have your hole drilled, mount and fasten the jack in place.