There is an alternative PicAXE serial programming connector, the 3.5mm stereo plug, which is how the USB programming cable available from Rev-Ed is terminated.
Although many modern PCs do not have a DB9 serial connector, a suitable PC can be found on the side of the road in case one with a DB9 is needed for hardware hacking most days, and failing that, USB to DB9 adaptors can be bought for less than $5 quite easily.
Suitable wire, sometimes even with attached headers can be scavenged from discarded electronics.
The three wires can be plaited to keep them tidy, before soldering to the DB9 connector.
A backshell can be put on the DB9 connector to improve ruggedness.
Note: Tx (Red), Rx (Black), Ground (Green)
Note the 10k and 22k resistors forming part of the necessary Serial Rx circuitry for the PicAXE to behave, even if no programming header is needed.
From left to right on the PCB three pin connector:
Tx (Red), Rx (Black), Ground (Green).