Forget cables - just get a PEQ and cut at 2Khz around 3 to 6 db and you'll be a happy camper. (Your room is too bright, your music is probably compressed and harsh sounding etc. - never mind the reason, most harshness comes out around 2 Khz - if you simply reduce the 1 to 3Khz band it will be more comfortable for you)
(Oh and BTW before anyone panics about the irreparable damage that might do to precious music, please everyone educate yourself about how recordings are made in the first place - all kinds of EQ are applied and if you have a good system and ear you can actually hear it yourself on most albums - often each track is EQ'd differently - worse some tracks have EQ changing during the track - all audible if you know what to listen for. So a decent PEQ won't "ruin" it for you)
(Oh and BTW before anyone panics about the irreparable damage that might do to precious music, please everyone educate yourself about how recordings are made in the first place - all kinds of EQ are applied and if you have a good system and ear you can actually hear it yourself on most albums - often each track is EQ'd differently - worse some tracks have EQ changing during the track - all audible if you know what to listen for. So a decent PEQ won't "ruin" it for you)