I also bought the TB P11's this week.
Mine come with a USB for voice, a grey 3.5mm for sound and some splitter cables that require you to use the original red/white/yellow from your PS3's dusty old box in the attic/loft.
You are supposed to rig them up by putting the old splitter in the back of the PS3, then attach the red and white phono's to the ones TB supplied, which piggy back and then go on to fit into the back of your TV, to SUPPLY the sound. The yellow one is redundant, of course; this being for video, and you already have an HDMI for that.
You then take the grey 3.5mm which is straight from your TB's, but alongside your USB, and you add it to the piggy back red/white phono to TV connection, which has a grey female 3.5mm for the sound to be transferred from your PS3, via your TV, to your TB's.
Then you plug the USB in for Mic, set up the PS3 to do "Multi-out" for audio, and they work.
I discovered that I could pull the old splitter out of the PS3, pull the piggy bax out of the TV, attach the USB to the PS3 for Mic in, and stuck the Grey 3.5mm into my TV's headphone socket, for sound.
Then I reset the PS3's audio to HDMI, and that's what I use.
Thing is, the cable that comes from the TB's themselves, is long, but where it splits between USB and 3.5mm Grey, is only about 8-10 inches.
Provided your monitor has a 3.5mm socket that is 8-10 inches away from the USB on your PS3, you can do what I've done, and use HDMI to transfer your sound.
If you have a female to male 3.5mm extension, that will no longer be an issue.
If you don't have this option, you will need to do as TB have instructed, which ultimately means loads of wires everywhere, and a complicated setup, alongside the PS3 needing to be set to multi-out also.
Good god I need a lie down.......

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