I have a Dell S2409W as well. Look here:
http://support.dell.com/support/edocs/monitors/S2409W/en/ug/about.htm
Connect your MBP to green port (line in) on the back. The HDMI from the PS3 should carry audio and video.
Then connect your speaker set to the blue port (line out) on the back.
When you select HDMI on the monitor, it will output the sound from the HDMI source. When you select DVI, it will output the sound from the DVI source. If you don't care about audio from your MBP, you can leave out the audio connection from it.