Get yourself a cable with a 9 pin female serial connection on one end.
Chop off whatever is on the other end.
Get yourself a multimeter and check the pin outs to see which colour wire refers to which pin out (hole on the serial connector - they will be marked 1-9 on the connector).
Next check out this link
to get a diagram of which pins refer to which pole on the new 3.5mm jack plug.
Solder the relevant wires to the correct poles on the new jack plug.
and that is it.
BTW, you only need a 3pole jack plug NOT 4 (which are very difficult to come by). If you notice two of the poles are connected together hence only 3 being needed.