The converters makd511 look fine. I have some myself and they work fine. You just connect one end from the earphones into the small converter and the other end into the earphone jack of your player.
Have a look here to see what I mean -->
3.5mm adapter from eBay.
The other option is to get a better 2.5mm set of earphones....? That would probably save you the work and effort of having to solder anything.