Hi,
You need a T1 cross-over cable for this (an regular Ethernet cross-over won't work). The pinouts for this are easily found on Google, otherwise it is:
Pin 1 -> Pin 4
Pin 2 -> Pin 5
Pin 4 -> Pin 1
Pin 5 -> Pin 2
Make sure you label this cable carefully, otherwise one day you will try use it as an ethernet cable and stuff wont work!
-- Warren.