The 12v connections are against the PC board and the Ground connections are farthest from the board.
When I made mine I cut a 6 pin segment off the end of a 20 pin ATX connector, due to the keying I had to shave two corner off of one pin, makes a perfect fit and gives you a keyed connection. I used a standard molex 4 pin female connector, and ran the yellow (12v wire to the 3 12v connections on my new 6 pin plug. And ran the 5v and 12v grounds to the 3 ground connections on the 6 pin plug. Also, since this plug has the potential to draw a lot of current be sure to solder all of your connections.
I have read other posts where people had made their own plugs on multi rail power supplies using two molex connectors, and running different rails to different 12v connections on the 6 pin plug. All grounds should be common.
Hope that makes sense, and be aware if you try to make your own plug you might fry your card, motherboard, and / or powersupply.
edit - Also make sure your powersupply can handle the load. Mine supplies 20+ amps on the 12v rail and runs fine.