I want connect my PSX pad to parallel port anyone can help me?

you dont actually need an extension cable to do it. you can just cut off the end of the controller cable, but you wont be able to use it in your psx again. you could also get a printer extension cable and just wire the female 25 pin to the pads plugin part.
as for the simple wires thing, you also need diodes, however some people have had problems with them and avoided them altogether..

some people have completely bypassed the diodes and say it worked fine for them. i believe if you read the documents on dpadpro, the author mentions this as a workaround for some bug or something. id suggest that you check out www.ziplabel.com/dpadpro before attempting the configuration without diodes

if you are going with diodes and have severely limited soldering experience, such as i did at the time, remember to be careful because you can easily fry the diodes if you hold the iron on them too long.