Here is a cable I had success using to jailbreak two ATV2 devices
It is for the Motorola Barrage - which my work just bought for me as a work cellphone. The data cable is used to charge the cellphone, as well as to communicate and program the cellphone via USB. It has a micro USB connector that fits the ATV2 fine.
So this is what you should buy, or get something equivalent as a data cable.