You can order a cable through some of our distributors. Notably, Robotshop is selling them here.

Making your own LEGO cable requires a few parts. It's recommended that you use a 10-pin IDC connector, like this, which is already crimped with a ribbon cable, or this. You also need a LEGO Mindstorms sensor/motor cable that you don't mind chopping up, because those offset modular connectors are pretty hard to find. If you have a LEGO Mindstorms EV3 or NXT kit, you have several of these, but if you don't want to sacrifice one, you can buy them here or here, or possibly lots of other places too.

Below is the connection diagram:

10-pin Conn.       LEGO Cable

Pin 2      -->     green
Pin 5      -->     yellow
Pin 9      -->     blue
Pin 10     -->     red

The black and white wires from the LEGO cable are not connected to anything - you can just snip them off. Similarly, pins 1, 3, 4, 6, 7, and 8 on the 10-pin IDC are not used.

Click here for a useful diagram of which pins are which.