Something like this is what you need:
http://www3.towerhobbies.com/cgi-bin...LXD929&P=0
It attaches to the servo arm then the cable passes through a hole and is held in place with a set screw.
You might want to find someone at your local RC club to help you out and/or check things over. You don't want to have the first flight end in a crash due to improper assembly or setup.
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