HUH!?
The PSR-800's earphone jack is stereo. Plugging in a mono plug could short one side of the audio to ground. You need to either get a stereo to mono adapter or install a stereo plug on the speaker.
Pray tell me then just how it is that my old Radio Shack pillow speaker, which has a Mono plug, works quite well with my PSR-800, and also PSR-500, while the newer pillow speakers I bought from C. Crane Co. which have Stereo plugs need a Mono plug to Stereo jack adapter? (BTW, *both* brands pillow speakers have more than enough output which causes me to have to run the volume controls on the scanners in around the lower quarter to third of their range. Currently I have C. Crane pillow speakers on a 500 and 800 and the old RS pillow speaker, which happens to also have it's own volume control, is hooked up to a PSR-310 that I use to monitor local RR traffic. The built in volume control allows me to back down the RR traffic quicker than trying to reach for the scanner if it happens to need to be done. (The 310 & 500 run right around one quarter whilst the 800 is usually set at around 10 unless I have to increase it, maybe as high as 12-13, because of an unusually `quiet' officer/vehicle, dispatcher console transmission, or need to slightly override a transmission being received on the other scanner at the same time. [IE: Listening to both LEO and FD working the same scene/incident.])
Now in a much noisier environment, lessay in a vehicle, I can see a need to have an amplified speaker with any of the aforementioned scanners. Though, at least in my experience in all but the nosiest of our assorted vehicles here on the farm, *I* haven't had any problems just using the scanners built in speakers. True, I do have to turn them up a bit more. And I have been considering adding amplified speakers inside a couple of our trucks along the lines of what I use in another couple trucks and on our tractors. But, the plugs I use to hook up said speakers are still Mono plugs, or Mono plug to Stereo jack adapters if I have to deal with a Stereo plug from the speaker/amplified speaker/Stereo radio line input.