Need help with connecting my headphones to my TV.

Yeah it sound simple enough but I'm having a bit of a problem. My PlayStation 3 is connected to my TV through an HDMI cable, and my TV doesn't have a headphone jack which would make things so much easier. I have all these RCA cables, adapters, splitters and whatnot. So now I have the composite cable running from my PS3 (just the audio part) into this adapter (so I can plug my headphone into) which is connected to the audio out part of the TV. Now I'm able to get sound through my headphones but I'm not able to control the volume of it. I have a Sony HDTV, not sure if that makes any difference here but in the speakers option of the TV I have two options to switch between the TV speakers or audio system. So I select audio system so the TV speakers are off but using the volume control on the TV remote doesn't control the volume on the headphones. Is there something I'm doing wrong or that I need?

I've googled this and apparently turning off the TV speakers should allow you the control the volume of the headphones but in my case it's not working. I was looking at those Turtle Beach headsets that have the volume control but they're like 80$ but it's going to connected the same way (or at least in a similar way) I have my headphones connected right now and honestly I would be paying that 80$ just for the volume control and a mic which I don't need.

Jam it back in, in the dark.