I'm not sure why you mentioned two Spartan-3E boards, but if you want to build a JTAG programming cable, here's the schematic of the Xilinx Parallel Cable III:
**broken link removed**
If you are using Xilinx iMPACT software, then you will get much faster JTAG performance by using a Xilinx Parallel Cable IV or Xilinx Platform Cable USB. However they are rather expensive.