Well the next thing to do is solder the wires to the VGA connectors you bought. The best connectors are male ones. But my local radioshack didn't have em, so he sold me the female ones with an male-male adapter. As long as it works i say! The connector have got the pin numbers on the solderside, and with the help of a scheme i stole from http://www.geocities.com/dougburbidge/vgaovercat5.html
i can solder the right wires to it. Note that im not using an RJ45 connector as shown on the illustration, thats not necessary in my application (very awsome home cinema set).
Just solder the shown colors to the right pins. Good luck with the bridge for pins 5, 10 and 8, naah it's not really that hard =)