This is how I did my own cable, click on each pictures to enlarge them. First read carefully and try to understand each part. Belive it or not it is really harder to describe how to do this than to do it. Help yourself with the pictures..

1) Get a male strip, better if with long pins.

2) Cut 5x4 pins off, and get all the pins off except for one.

3) Use the black plastic parts and insert them as shown in the picture. (some of them are used just to increase stability). Solder.

4) Pay particular atention on how you do this operation: use as less tin as possible (try to get a tin film). First solder 2 pins in the correct position (look part 5). Cut the soldered pins off. Put the other 2 pins in position, solder and cut.

5) The position of the pin you have to solder (the blu one) are shown in this picture.

6) Ok you should get something like this.

7) Get a phone card or anything plastic with a thickness of 1/2 of mm and glue it (I suggest on the soldered side).

8) Get a cable soldere the 4 pins. Finally give a finishing touch and you're done.