not relating to software settings on your sources, but IF you have RCA out on your tv, you may get better line level fixed sound out to your speakers if you can, and IF your tv has the setting, change it to external speakers or turn the sound down/off - but of course you may have rationale for doing it the way you have mentioned.
There are no settings on either Sky or PS3 you need to change. With the system you have all you will ever be able to get is stereo sound due to coming from the headphone socket this is because the DACs in TVs are not great and nor are the small headphone amps contained within either. As above the headphone socket is probably the worst quality of sound you will get from external speakers. A better option would be an AV receiver and speakers or something like the Onkyo HTX 22HDX which would give you HD audio from your PS3 and the best quality of sound possible from your sources.
The Headphone out is the least of the options, but it is also the simplest, and cheapest. For someone who simply want better sound than the build-in speaker, which get worse very year with new models, then some type of Active Speaker, meaning speakers with built-in amps.
Again, you need to think long and hard about your real needs. Something like the Onkyo HTX 22HDX could be a good choice for someone with basic simple needs, and it can be expanded to a full 5.1 with an upgrade kit, but they cost is roughly £300 (±£50).
Also, to give an helpful advice, we need a working budget. The range is far too wide for use to be left guessing.
It is also helpful for us to know SPECIFICALLY what TV you have (Brand & Model). We can then look it up on-line and determine precisely what outputs are available. In the other thread, linked above, I explain the three main Output options on TVs.
In you want simplicity, minimal cost, least hassle with the best results, then Active speakers connected to the Headphone out is quick and simple. Though not necessarily the best.
How far you want to take it, and how far you want us to take it, is going to depend on your Budget.