How to control a RCX from a Mindstorms NXT
I think you're overlooking a very simple yet elegant solution: connect a NXT motor to the motor port (no problem there, that's what it's for), connect a RCX rotation sensor to the RCX (again, the intended purpose), and by now you should pretty much know where I'm going with this: connect the rotation sensor mechanically to the NXT motor.

Considering the NXT motor has a good precision, you can easily you this to send messages from the NXT to the RCX; but of course you'll need to invent the protocol yourself; that is, decide what these messages mean. And you won't have feedback from the RCX to the NXT (you didn't ask for it though)



I know you don't want to purchase anything, but for reference, there is now the IR Link Sensor made by HiTechnic and sold directly by LEGO, which is presumably easier to use (and you can get feedback through it, too).

I don't think you'll be able to use a converter cable directly; you'll need to use some intermediary electronic, possibly using the I2C protocol. This prototype board solution (also from HiTechnic) should do the trick if you use one of the outputs to drive the RCX input (you can probably use an analogue one).

And if it's more ports you're after, you'll want to consider their multiplexers too.