Grab a common ground playstation controller; original digital only PSX pads preferred. The PCB from inside an HRAP would be super easy to use.
Each button/direction is made up of two halves that get connected when the button is pressed; Use a multimeter to check resistances. One half of every button/direction should be all connected together with a low almost 0 resistance. That's nice, but you really are interested in the OTHER half, the signal line.
Take your male DB-15. Figure out what each pin is according to this pinout:
http://gamesx.com/wiki/doku.php?id=controls:neo_geo_controller
Solder a wire to the signal for each direction and button you want; so start with the signal pad for Up, solder a wire to it. Solder it to the DB-15 at the pin # shown as Up on the Neogeo pinout (pin 15). Repeat for all four play buttons, start, select, and the rest of the directions. (To avoid confusion, button D is pin 4; leave pin 9 disconnected.)
The last pins you need are the power/VCC and ground. It is best to take these straight from the PSX cable. Find the pin for VCC one this pinout:
http://gamesx.com/wiki/doku.php?id=controls:playstation_controller
which is pin 5, the dead middle of the PSX plug. Use your multimeter to find out which of the wires from the cable to the board is connected to that pin; solder a wire there, and then solder the other end to the DB-15 pin that says VCC on the Neogeo pinout. Repeat for ground.