I've been an owner of the UM2's for a few years now and people have always said you can't change the cable yourself.
Just today I ran into this, however: http://www.thomann.de/gb/westone_ersatzkabel_fuer_um_hoerer.htm
The connector looks quite different from the original http://www.thomann.de/gb/westone_um_2.htm though.
Does anyone have any more info on this? If it turned out I can replace the cable myself when need be, it'd be almost like a dream come true!