You really should not wire a output pin directly to a 8 ohm speaker, it does put the output pin under a lot of stress and could damage it. What you need is a simple small audio amplifier. There are several ways you can go.
The simplest would be to find some used computer speakers. These accept a line level input and have a built in speaker. To wire to them take a .5ufd cap and wire from the output pin to the line in signal connection and also wire from arduino ground pin to the line in ground connection.
There is also the basis for a DIY amp on reply #3 in the following thread: http://www.arduino.cc/cgi-bin/yabb2/YaBB.pl?num=1295797744
If you were to use that circuit just remove the mic and R1 and wire the left side of capacitor C1 to the arduino output pin and run a wire from the arduino ground pin to the amp's common ground.
Of course you could always wire your output pin to your home stereo, again using a series cap and running a common ground wire. Does anyone but me still own home stereo equipment.