They look like this. Little hole for the solder, big hole for the connector, but I bet you figured that out.
Rat Shack usually has them, as do most hardware stores.
Here's the real trick to doing this right, especially in a tight space:[list=1][*]Assemble the connector in the panel, tightening the solder lug in place using the nut.[*]Bend the lug out
slightly.[*]Solder the shield onto the lug. [*]Solder the center conductor into the cup.[/list=1]
And remember, solder quick and light. You're heating up stuff that does not deal well with heat