This is the cable im using
http://www.autonostics.com/product.php?productid=1&cat=3&page=1USB Dual K lines compatible with Ross-tech VAG-COM version 409.1
With the USB connector there is no need to have the old RS232 Comm port on your laptop.
This is the KKL version which is great for the new cars (2002 and above)
Specifications
Connects to PC via USB
2 K-Line & L-Line (KKL Interface)
Compatible to K/L and single K line mode
Because of it is 2 K-Line, it can also communicate with devices on 2nd K-Line on very new cars like latest Audi models
Powered from car battery over OBD2 connector
Comfortable cable length of 2.00 meters
Note
Terminal K = Bus of communication
Terminal L = Ignition for waking up car computing system (ECU: Engine Control Unit)
There exists 3 different protocols with same OBD2 connector incl. ISO/KWP, VPW, PMW
ISO9141 protocol also supported