Monsoon used to make panel speakers for your computer. I'd imagine panel based systems would be your best bet as they are very directional and can be used nearfield. Von Schweikert was selling a small rig as well, but not anymore. You might be able find them on ebay or audiogon. Geoffcin, a mod here, bought a pair and thought they were pretty cool, IIRC.

Of course, sound is sound and whether directional or not, it's going to go where it wants. If you don't have separate office, my suggestion is to be considerate of your fellow workers and stick with the headphones.

Here's the Monsoon:


Here's the Von Schweikert FPS: