Balanced Phono Connections

I recently got an Audio Research PH2 which uses balanced only connections. This didn't seem a problem to me since I was under the impression that phono cartridges were naturally balanced devices. What I want to do is hook up my Linn Ittok (with Glider) to the PH2. The Linn uses a five pin DIN connector at the base of the arm and RCA connectors for connection to the phono preamp. My first thought was to just get some XLR to RCA adapters as a temporary measure, but when I discussed this with my local Audio Research dealer he said it would not work. I would have a very high noise level and/or lose some of the signal (i.e., one half of the balanced output). This sort of made sense but since all phono cartridges have the same outputs I had difficulty understanding how you could ever get it right then. Despite the dealers concerns I managed to borrow a set of XLR to RCA adapters and the PH2 sounds wonderful! While I could leave it at that, I think there is more to learn here, i.e., even better sound with a better connection. While I could buy a dedicated interconnect (e.g., Kimber TAK) for this I am not sure how long before the analong upgrade bug hits and move on to another arm/table combination. My question is has anyone made their own phono interconnect for balanced? My understanding is the cartridge outputs are the plus and minus, all I have to add to make the cable balanced is the ground reference. Would the ground have to be earth or could it be the turntable chassis (VPI HW-19) and/or the PH2 ground post. I thought this would be simple but I'm doubting myself, please help!