I don't know how many people have actually done this, but my day was spent getting this to work.
So to start with, you need to cut a lego cable
Soldering/tinning the ends works best

Then, with a breadboard most likely, connect the pins 1 and 4 to 5v, 2 and 3 to ground, 5 and 6 to I2C clock and data respectively.
Then the code:
#include "Wire.h"
void setup()
{
Wire.begin();
Serial.begin(19200); // start serial for output
}
void loop()
{
Wire.beginTransmission(1); // transmit to device #1(lego accelerometer
Wire.send(0x42); // sends Read first 8 bits of accelerometer
Wire.endTransmission();
delay(700);
Wire.requestFrom(1, 8);
while(Wire.available())
{
char c = Wire.receive();
Serial.println(c,HEX); //output the data
}
Serial.print("Done \n");
delay(500);
}
Fairly simple, but I had trouble googling it, so I did it myself
The rest of the request bytes can be found on the hitechnic site
Always glad to help
~Nai