Unless I'm mistaken, if you buy a new system you can request a cable for free from MS.
And new HDs come with it. And yeah, your link, the transfer cables on ebay/etc are for that.
I think I saw a real cheap one there recently, anyways should be less than $10 IMO.
Your link is pretty good too, think I saw one for $3-4 but then plus ship - g'luck.
ps - you might try craig's list too, if local/no ship/go get it