RadioShack is a goldmine for connectors and cables if you have the patience to dig for it.
There are two ways to do it with RadioShack parts (or “The Source” in Canada which used to be RadioShack Canada … not sure what the equivalent store would be in the UK) :
1st way:
-1 of these to split into mono left/right: http://www.radioshack.com/product/index.jsp?productId=2102691
-2 of these to change each mono back to a “stereo” connection (really mono on both left/right): http://www.radioshack.com/product/index.jsp?productId=2062469
That should cost about $11 plus tax
2nd way:
-this is really an aircraft headphone adapter: http://www.radioshack.com/product/index.jsp?productId=2103860&numProdsPerPage=60#
It can be used in the same way but you’ll need to change the mono plugs to stereo jack and that will be a pain in the butt because you need double the connectors, the 2 mono/stereo connectors above and 2 of these: http://www.radioshack.com/product/index.jsp?productId=2103722
Also just from personal experience these types of connectors are really NOT pro-grade so you may find yourself susceptible to hum especially when connected to a more powerful system or even higher powered home stereo.
Good luck!