Mine didn't, I've just ordered a Belkin one from Expansys.
The box had everything except a firewire cable (which as I'm connecting to a laptop is 4 to 4 pin rather than 6 to 4).
For a chuckle I wandered into the Sony shop in Bluewater. They wanted £20 for a 2m Vivanco.
Dixons there weren't much better, their price for a 1.8m Belkin cable was in the region of £20 which seemed a bit excessive given some of the online prices.
Take a look at
www.priceguideuk.com and
www.pchound.com. These will let you comparison shop and see the final price including shipping.