Oh well, you know there was a lot of discussion lately about modding controllers, that's where I learned this about the PC extension cables. In fact I wanted it to mod a controller to work in my supergun, that has the Neo pin-out but the socket is not as deep, so I didn't need really to cut the femal end (I did because that way I could also use the modified controller in my Neo Geo CD).
I went to a electronics shop here in Barcelona and found these cables for 6 euro each. The end is made from plastic so with a knife and some minutes I cut the end so it works in my neo.
Sorry I can't make pictures as I'm in Pittsburgh, if you want when I return in August I'll do some.
Anyway I think I saw some cables like this in ebay for as low as 3$.
If you want more info just ask.