I also have a Davis original Vantage Pro with datalogger. The short cable with RJ11 plug goes to a cable supplied by Davis that has a RJ11 jack on one end and a DB9 serial connector (male) on the other end.
A quick jaunt through the Davis site (
www.davisnet.com ) failed to turn up a pinout for the RJ11jack to DB9 serial -- you can call their tech support for that

Best regards,
Ken