Unless you do make your own - in which case, lots of luck to you - about the shortest cable you'll find is 1/2 meter. Try Kimber, as a relatively low cost high quality manufacturer. Interconnects do make a difference in sound, and that difference only comes so cheap. There's no interconnect equivalent to lamp cord speaker wire and there shouldn't be.

You might want to talk with Frank at Signal Cable http://www.signalcable.com/

River Cable <www.rivercable.com> will sell you custom lengths of their analog interconnects as short as 8". Expect to pay ~ $85 for this in their top of the line AudiFlex Gold Plus.

Edited: for grammar + spelling