Here are two NXT converter cables, each is about 35cm (14") long.
The black encapsulation in the centre is welded closed.
Cutting this open, with a saw, reveals that the inside just tries to absorb strain on the cable.
The black and white wires from the NXT connector are soldered to the RCX Technic cable.
Although the NXT cable for the conversion cable actually has three wires, compared to six in the standard connector. The third, red one seems to be there just to help take the strain so that the wires do not pull out of the connector.
For instructions on how to make your own converter cables see Philo's web pages - http://www.philohome.com/nxtcables/nxtcable.htm
- Ttfn, Tony