Step 1: Parts & Holes
1. A double pole double throw switch (DPDT).
2. One male RF connector
3. One female RF connector
4. some sort of tin.
First thing you will want to do is to make a hole for the switch and the two RF connectors
Step 2: Insert Connectors
Step 3: Solder Wire
Step 4: Put It All Together and Test
First, unplug the wire the connects to the port labeled "RF out" on your SNES, and replug that wire into your controller you have just made, and them plug it in to your SNES
Turn it on and start playing, pause the game and flip the switch (on the controller, not you snes) and see if it goes to normal TV, and then switch it back.
Here is a video of it working