I've just had this problem of late as I was working away from my usual workstation so I listened to Classic FM with my laptop from my radio LAN. System worked fairly well, but I got fed up with the tiny speakers. Solution: go down to your local HiFi shop and buy the best pair of HiFi headphones you can afford. Mine are a collapsible set manufactured by Bose: They are quite small and when I first bought them about 8 years ago I was told that they were quite an old design - but did they work!! It was then my way of getting top quality sound from a dirt cheap personal CD player and these days does the same with my MP3 player. Cost me £50 then but I've seen the same design recently - still being made and I should think they will be a lot cheaper now.
P.P.