Ah, yeah unless you feel like learning to solder, you need a cable that's properly setup for your stick. I ran in to the same issue when modding my Venom stick back in the day as it's a sorta Mayflash clone.

For a single harness go here from Focus Attack. If you need more than one, or have buddies with stick that are doing the same thing, go here to buy 5 of them from Amazon.

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*Edit. One thing to note with the aftermarket harnesses, they're not keyed to the Sanwa lever pins. If it's not working, it just means you connected the ground to the positive and just need to rotate the plug. Focus Attack has a video a guy made about installing it on a Mayflash 300/500 here.

I ended up purchasing the LS-40-1, so you're saying I need a 5-pin to 5-pin harness for it? Is there one on amazon or do I have to get one from an arcade shop website? Not having to pay shipping would be ideal. Is this it?