For those that don’t know me, I’m from Uruguay, South America, so buying online is not as buying online in USA or some other country.  There are no electronic shops online here.
I couldn’t get the parts I wanted to have, so take this just as a guide and not as “do it like I did”.

   I’ll be using a printer cable, I've found a shop that was selling them very cheap.  Another reason because I'll use it is because it will let me put the SX Display wherever I want. The idea is to have it always visible.

   Take the plug that connects to your printer, remove its casing.  You’ll see a bunch of cables

   Cut all cables from the connector, cut it as close to the connector as possible.

   We have to know which cables correspond to the pins we are going to use.

   Use pins:

1 – 2 – 3 – 4 – 5 – 6 – 7 – 8 – 9 – 16 – 25

   I’ve removed the casing from the connector that goes to the parallel port to see the cables. As there are many colours it will be easier to identify the cables we need by its colours but we also need a tester to check continuity or some other thing to check it because there are some colours that are used in 2 cables.

   Once you have identified all cables I recommend that you take all unused cables, cut them and put heatshrink over them. Be careful that these cables aren’t touching each other, if so, we might have a short circuit.

   We want to keep those unused cables because they can be used in the future as this project will always be in development.  Don’t cut any cable on the parallel port connector.  Now we have finished preparing the printer cable.