With all the work I've done with robotics and electro-optical systems, I've built and debugged many many many cables over the last 10 years and can do this stuff in my sleep. That said, for something like this I would just buy the stupid thing from Stein. To do it right, you really do need the correct crimpers and dies. Also, he can probably do it for not much over what it'd cost in parts to do it yourself (not including the tools). Don't quote me on that...it's just a WAG.
I know you can get the connectors themselves with solder cups.
http://sacramentoelectronics.com/pan...older_tin.html
You can probably find better pricing. I'm not sure about solder cups pins that you then insert, if that's what you're looking for. Then again, I've never really looked.