The cable is extremely easy to build if you have any sort of electronics inclination.
You need a 4 wire RJ11 plug, or just hack apart any phone cable laying around, just make sure it has all 4 cables. Most home phones only use the center pair.
You also need a DB9 Female connector.
Pin 1 of RJ11 -> pin 5 of DB9
Pin 2 of RJ11 -> pin 3 of DB9
Looking at the Jr's temperature connector pin 1 is on the left hand side.
That's it. Two wires.