As mentioned before, the threaded version is for the 3x SA grip shifter, not the trigger shifter; you want a SA cable with the step ferrule at the end. The SA cable used to came as all one piece; the cable in the housing with the small crimped cable end on both sides; on the the derailleur side the crimped cable end was inside the knurled adjuster and there was no cable anchor so there was no way to remove the cable from the housing; today they are generally sold with a cable anchor (the cable kit linked by clasher is the correct one) Sheldon brown talks about this and shows how to install the gear shift cable.
http://sheldonbrown.com/sturmey-archer/cable.html
BTW, these kits are so cheap it best to just pony up and get the right part.