You have options. You can buy something like this - lots to choose from, even sold in large supermarkets. I paid £5 for mine.
http://www.amazon.co....qid=1302805883&sr=8-2
But you know, I really do prefer the headphone set. It seems to be clearer, and leaves my hands free for waving at the webcam. Headphone and speakers is rubbish, you feel as if you need to shout and the sound quality can be dreadful.
A headset is the way to go, and of course you can use it to listen to music etc on your pc.