so I taught that the way to get the signal is to connect the scale with a cable to a RS232 device such as Max232 that works with Arduino, but maybe I'm wrong, maybe there is a way to wire the RS232 cable directly to Arduino without an external device, if you know please tell me.
You were taught correctly and that module would seem to work just fine. If you want a mating connector for that module you could buy from here: http://www.seeedstudio.com/depot/electronic-brick-fully-buckled-4-wire-cable-5-pcs-pack-p-486.html?cPath=178_179&zenid=9f6118c193cee9f8b7337d4df91a2eca and cut off the unused end, solder wire pins to insert into your arduino. But if you don't want to buy a package of five, it looks to be not too hard to solder wires directly onto the back of that connector. There are just four connections required, ground, +5vdc, signal out tx would wire to a arduino input pin and signal in rec would wire to a arduino output pin. You would probably want to utilize a software serial library to be able to use any free I/O pins you want to and not to interfere with the USB serial pins using pins 0 and 1. The following library is highly recommended and used by many: http://arduiniana.org/libraries/newsoftserial/