Get one of these things:
Plug one end into your iPhone and the other into the back of your Mac.
Volume too low? Adjust the line-in input level in System Preferences.
Now you can play the audio from the Rdio app, or any app through your Mac. Just make sure anything you want to listen to is synced to your phone before you go to the office.
I’ve read you can do this through Audio Midi setup, but that must be before Snow Leopard. ↩