Scott, I found Radio Shack item 274-1536 Solderless Mono 1/4" Phone Plug. I assume that is what I want. On package it says...

screw-type terminals
screw-on housing

You unscrew the housing and inside are what appear to be two places to attach a small wire through a hole and then maybe you wrap the wire around the tiny screw and screw it down to hold the wire tight?

How should I cut the cable, does it matter? Just chop it in two or what? Once that is done, what am I looking for?

They also had shielded connectors. Should I have bought that? Are most common cables shielded?