To start we'll need
2 thermistors - 50 K or 100 K ohm are best for most applications.
Some 2 conductor wire - speaker hookup wire will work fine.
Pins to fit the sub D connector or a male 15 pin D connector.
Soldering equipment and heat shrink tubing.
 
 

Get the parts ready.
Radio Shack didn't have a 15 pin sub D so I spent $1 for a 9 pin and only used the pins.  The part number is 276-1427A.

Attach one wire from each of speaker wires together, solder them together, then solder the pin connectors on.

Some heat shrink tubing finishes the pin end.
Now solder each thermistor to the other end of the speaker wires. 
There is no orientation to + or - for the thermistor.

Heat shrink tubing completes the process.

Twenty minutes and the hardware is complete.
I wound the speaker wire around a screwdriver to give it the classic tangled phone cord look.

Shut down the computer and attach the pins to the #1, #3, and #6 holes on the gameport (sound card) D connector.