What Keith said. Using heat shrink to reinforce the connections is great, but I never do it, most people don't. Maybe I should, but I treat my cables pretty well. It's just like Alembic to do it absolutely perfectly.
Make very sure that you have each pin going to its corresponding pin (1 to 1, 2 to 2, etc.). It doesn't much matter which wire you use for which pin, although pin 1 should be the shield, as long as you are consistent. You don't want to mix up the power supply voltage with the signal. On one connector, the pins go 1-5 left to right and it's the opposite on the other.
I love the smell of solder in the morning, it smells like....