Most (all?) of those boards have on board termination which needs to be disabled if you're using external SCSI devices.
For more info on individual boards see
http://www.amiga-hardware.comExternal SCSI boxes tend to have either a 25 way D-range, or the special high density 50 way connector.
So you'll need a cable which plugs into the Centronics or 25 way D-range connector of your SCSI board with the appropriate connector for your external SCSI box.
The cables are cheap and easy enough to get from computer cable suppliers. Be sure to buy good quality, well shielded cables.
Most external SCSI boxes have two ports on the back. The computer plugs into either one. You'll need to connect an active terminator into the other unused port.
Lots more SCSI info here:
http://amiga.serveftp.net/A4000_HardwareGuide/SCSIExamples.htmlThe place who sells the cable should have the terminators as well.
I use these guys most of the time:
http://www.cablesdirect.co.nz/Not sure if they deal outside NZ or not. You should have something similar local to you anyway.