The Amiga's serial port is 25 pin male. PCs are usually 9pin male. You need a 25 pin female to 9 pin female nullmodem cable. Best get a laplink - they have both sizes of connector on each of the ends so you won't have any config trouble.
And...good luck on using UAE on a P200. My P200 is nowhere near fast enough to run it. The timing on UAE is pretty screwed too so you might have problems syncing the serial link. Then again, this problem might already be fixed.
A serial link should be good enough for old games with serial options, just don't expect to use Samba or FTP on it.
