Well, there's absolutely no need to do that (and desoldering a connector with that many pins is just asking to destroy the board it's mounted to) since you can often buy those connectors at RADIO SHACK! Failing that, any electronics supply store (online or brick&mortar) such as Fry's, Digi-Key, Mouser, etc. would have that connector. It's a very common connector: that exact connector used to be used for PC serial ports a long time ago.
I'm sure you can buy a cable that has the standard PC HD15 VESA/VGA connector on one and and a suitable connector on the other end online for a reasonable sum. Heck, check eBay. Stuff like that pops up all the time. It'll certainly be nicer (and likely more reliable) than making one yourself and a lot less work, too.