That is the right cable for the NEO GEO CD. It outputs mono sound from the Din Connector is why the RCA connections are there. I assume the others are correct also.
That neo geo aes cable is a basic mono cable that works on both aes and cd. I'd stop selling it (stereo versions are better) except for the fact that people like to buy it and have it modded to something else.
You can also use it in conjunction with RCA to RCA or 3.5mm to RCA leads instead and get the stereo sound that way.
SCART connectors output both audio and video. Think of it as an analog predecessor of HDMI. This may not be apparent to you if you are using that cheap SCART to component converter which lacks audio outputs. It either needs to be modded to add RCA audio jacks, or you could use an RCA breakout adapter between the SCART cable and the converter box. Something like this http://www.ebay.com/itm/201055185695
The Neo Geo AES and Sega Master System cables takes mono audio from pin 6 on the console end and outputs it on pin 6 on the scart connector (or possibly dual mono on pins 6 & 2 on the scart connector).
On the Neo Geo CD cable, you would plug the RCA connectors into the console's RCA audio output. The audio is then output from the scart connector with left on pin 6 and right on pin 2.
