· How can I listen to the player on my computer?
I personally like to plug my player's outputs into the line input of my PC's sound card. Then I can use the Windows sound mixer applet to balance the level of the player with the level of my PC sounds.
Again, you need an adapter cable to do this. The correct adapter can be found at your local stereo store or electronics store. You will probably need a 1/8" stereo male plug at one end, and a stereo pair of RCA male jacks on the other end.
This is useful on versions of Windows which don't automatically mix the wave sound from multiple apps. It allows you to listen to music without silencing your New Mail message or the sounds of your games.
Even on versions of Windows which will mix multiple wave sources, it's still nice. It lets you listen to MP3s while you play games, without having WinAmp running in the background sucking up precious CPU cycles.