Today I will show you how to make a female-to-female multipin connector cable for standard headers with help of some heat shrink tubing. You can use same technique for making male to male or male to female cables with as many pins as desired. It's a real "ghetto" way (compared to using special crimp pins, headers and crimping tool) to make a cable, but will do in a pinch.

Part List:

    Heat-Shrink Tubing of 3 various sizes (from really small for single wire, to large one that can cover 4 pin connector). You can find it at RadioShack or Home Depot.
    Pieces of wire (I got mine from CAT-5 cable I had)
    2.54 mm Single Row Female Pin Header (eBay)

Tools:

    Wire cutters
    Wire strippers (24 awg)
    Soldering Iron
    3rd hand tool (optional)
    Heat Gun or hair drier

Step 1: Cut Pin Header Row

With wire cutters carefully break pin header row to the size you need. I found it’s better to brake on the next pin, so if you need 4 pins, break at 5th.

Step 2: Prepare Wires

Cut your CAT-5 cable, slice outer shield with a knife and remove wires. Make them as long as needed and use as many as number of pins you will have. Strip ends (small portion) with wire strippers. Pre-Tin wires with soldering iron

Step 3: Solder Wires to Pins

Pre-Tin header connectors. I left some extra solder lead on them on purpose.
Solder wires to header connectors. Keep them parallel and check if they are holding.
Very important to know which color goes to which PIN. Use paint, nail polish or marker to mark one side, this will be your Pin #1.

Step 4: Apply Shrink Tubing

Cut small pieces of shrink-tubing of the smallest diameter (mine was a bit too large) and slide over each connector. If you're using 3rd hand tool angle connector so tubing stays put.
Using heat gun on lowest setting blow over shrink-tubing, until it shrank.
Now slide over very large diameter piece of shrink-tubing so it covers wires and header.
Shrink it with heat gun
Now use smaller piece of shrink-tubing, slide it over big one and shrink with heat gun.
First end of your cable is ready!
Before you start soldering second end, slide shrink-tubing pieces in reverse: medium, large, small pieces.

You did take note of which color wire goes to which pin, right? :) If not you can find out with a tester. Repeat process of soldering wires to the other end, and heat shrink-tubing.

Congratulations you just made one ugly, but functional cable! :)