Hi Jay,
Check this article - http://www.beoworld.org/article_view.asp?id=67
It shows your BG6002 as NOT having a built-in RIAA pre-amp.
Even though your Denon has a Phono input, it may or may not have a built-in RIAA pre-amp, and you'd have to do some research on your own to confirm that.
If the Denon does not have a built-in RIAA pre-amp, you'd have to get a 3rd party unit. Seems like everybody and his cousin are making them these days, with very wide variations in quality and price. Personally, I cannot recommend you a unit.
For Physical connectors, you need a 7-pin DIN female to 2 RCA male, the length as you like, but it should be as short as possible.
Check out Sounds Heavenly - a member on this forum, for cables.
Menahem
Learn from the mistakes of others - you'll not live long enough to make them all yourself!