I did a quick write-up of it somewhere else, here it is in a nutshell.
* I only had a spare twin AV cable at the time, so my cable is mono only, but you should be able to follow what's going on and adapt it to a 3 way AV cable (video, left audio, right audio)
Grab some cheap AV cables and strip one of the ends. Separate the ground wires.
Pinch some header pin plugs from an old PC and attach to the stripped end of your AV cable. Finish up with a dab of solder and some heat shrink.
Connect them to the rear expansion port of your console as follows:
R = Right Audio
L = Left Audio
V = Video
G = Grounds
Enjoy: