It is required to connect the shield and the drain wire of the cordage to the metal parts of the plug. This is a pretty challenging task, and I personally don't think that cheap solutions exist. Besides, shielded cabling by itself is not a cheap solution at all, so you can expect the same from the tools to deal with it.
I do recommend on maybe 20 pages throughout this site to buy a factory-made patch cord instead of crimping it yourself whenever you can. Same applies to shielded cord twice as hard. Let me suggest that it is virtually impossible to crimp a decent shielded cord yourself.
Dmitri Abaimov, RCDD