I couldn't look at the connector part you linked (get a "server error"), but the pins off these are standard 0.1" pitch headers. The same spacing that you have on the DSC or PWM connections on motor controllers.
We have used these encoders for the past 3 years. Making your own cables is easy, and I would recommend it. You're not going to find a pre-made cable that's broken out correctly to plug into the encoder and the DSC. So you'll have to do some splicing at a minimum. If you have a crimper available to make your own PWM cables, you're all set though.
In the past we've used the 20 or 22 gauge wire from Hansen Hobbies, but it's a little large for the standard housings and it makes it difficult to insert the cables into the jackets. This year we're trying out some 24 and 26 awg cable from them to see what works out. The only concern I have with the 26awg would be noise getting introduces on the signal cables, but this could be unfounded concern.
There are various housings here (including a 1x5 which would plug right into the connector on the encoder):
http://www.hansenhobbies.com/product...1inconnectors/
You'll also need female pins for each side of the cable:
http://www.hansenhobbies.com/product...tors/pt1in_ft/
Hansen sells a 28awg 4 conductor cable here, but i've never used it myself.
http://www.hansenhobbies.com/product...rs/wire/other/
Note that the encoder has 5 pins, but only 4 are used, so you'll need a 4 conductor cable. You only need to wire up all 4 if you need to determine the direction something is spinning. If you don't need that information you can forgo wiring the "B" channel, and use a 3 conductor wire.
If you find a good source for 4+ conductor wires at 24-26awg, please share.