Edit: finally remembered what the contacts are called.
If it comes down to you having to make a cable, then here's a somewhat easy way to do it without having to carefully maneuver the soldering iron around the pins. Some connectors have pins on the inside that can't be soldered to even after cleaning/scratching the surface of the pin.(I've tried before and the solder will just slide/pop off easily) So you solder these female contacts to each wire that you can connect/clamp to the pins. The only term I could find for these contacts are "female crimp pins" which look like this:
To keep them from sliding off, I usually either cover them with heatshrink and/or use hot glue to secure them.
Edited by SEgamer, Wed Feb 22, 2012 12:52 PM.