I have a new Macbook Pro 15″ and an external hard drive which has a Firewire 400 port.
So I needed to connect a Firewire 400 (6 pin not square) male (drive with cable) to a Firewire 800 (9 pin square) female (macbook pro)
Sonnet Technology FireWire 800 to 400 Adapter from amazon for just under £10
Small, cheap and idiot proof. Just how I like my electronics.
If I find any alternatives I will be sure to update this post.
If you have two female devices then a cable could do a similar job to the adaptor. The other option you have is a 6 pin male to 9 pin male cable which luckily Belkin make:
Only downside of this one is that you have to put up with a massive 1.8M cable. The pain.