you should be able to connect with just an ethernet lead if it's brand new. i've found the null modem lead is to be used after a bad flash (to use Dreamup) usually that's when you can't ethernet in. ethernt can transmit at 10Mb/s whereas null modem lead uploads at 10k/sec
You'd probably pick one up in Maplins if there is one close to you, they are easy enough to make up if your handy with soldering just google for null modem cable wiring diagram and pick the parts up in any electronic hobbiest stores, two femal serial connectors and some mutlicore wire shoud do the trick.
I actually tried to connect it using the ip address but failed to flash it with dreamup so used the null modem cable and it was more straight forward