I've just had the pleasure today of making my own headphone socked for my 9210, I know people asked about this kinda thing before and it was never really explained so here goes.
First we need to look at the relevant pin-out of the 9210:
Labeled are the only pins we need.
1: Ground
2: Headphone live
3: Microphone live
Now plugs that clip into the 9210 can be bought from here for $6 or a little over 6EUR.
In my case I used a stereo Mini-jack socket rather than put headphones straight into it as this will allow me to change the headphones I use with the device or allow the use of powered speakers.


Here you can see my unit connected to the 9210 with the wires showing after soldering, and in the other pic after taping up.
The pin connections are fairly obvious, but for those who need a hand:
1) connect the ground of the phone to the ground (outer) prong of the socket.
2) connect the headphone live to BOTH the live (inner) prongs of the socket.
By now you can listen to audio from the 9210 on a set of headphones but the sound still comes out of the phone, to solve this we....
3) connect the microphone live to the ground. This sends an unwavering message of silence to the 9210.
Once you have completed this wiring and connected to your 9210 you should get this response:

Telling you that the headset is connected.
And there you have it, the surprisingly simple way of making headphones for your 9210 meaning you no longer need to put up with a mono headset when using the 9210 as an MP3/RM walkman. Obviously the audio signal is still mono, but atleast both ears hear the signal, which means you don't strain to hear the music.
And as always when you do some DIY there's bits left over:
Hope this helps people, though I may just be the last person to have done this, and be miles behind everyone else.