The VNA software can control different accessories - like the S-Parameter setup or the RF-IV sensor. This means that some extra control signals and power should be available through an Accessory Connector. There are no available pins on the DB-25 connector and in addition it is not a good idea to have power supplied there anyway.
The Accessory Connector must be at least 6 pins if an S-parameter setup will be connected. I am not planing to build one at this time and I need connector with only 3-4 pins for the power and control signal to the RF-IV sensor and possibly a transverters. Most people are using the Mini-DIN connectors (like the ones used for the PS/2 keyboard or mouse) but I am not really fond of these connectors - this type connector does not provide very secure connection and can be easily pulled apart.
The connector I ended up using is the HR10 type (Hirose Electric) Digikey P/N HR1568-ND (female, panel mount) and HR1558-ND (male, plug). This connector is superior to the Mini-DIN. It is available in 4 pin and 6 pin configurations, it is small and it has a very nice locking mechanism.
Not cheap by any means - a pair (male-female) will set you back almost $30 but it is very high-quality product (nice looking too).
The Accessory Connector installed on the back panel of my VNA. I am using only 3 out of the 4 pins - GND, +9V and RF-IV Cntrl. Maybe one day I'll make a new silk-screen for the panel and will mark the connector appropriately. The dust cap is Digikey P/N HR345-ND.
Update Jan 2012: I am working on my S-parameter test set and I replaced the 4 pin connectors with the 6 pin version. I have 3 male and 1 female 4 pin HR10 connectors in excess of my needs. Price is $10 per connector + postage (~25% off Digi-key price). All connectors are used (were installed) but in pristine condition.