I've got a set of logitech Z-680's for my system and it sound's like yours is the same, it doesn't have the plugs. You'll have to go to tandy (or whatever electronics store you have) and pick up an adapter. It has the red and white female plugs into a male headphone jack plug (the plug is a 3.5 mm, the same a your discman plug). Plug this into the green jack in the system and set to direct imput. Then just press the effect button to scroll through the effects untill you get to PL2 Movie.
Now you might have a different system to mine but just follow those directions or the equivelant of and you should have PL2.