Ace Hardware carries these for about $9.00, I have three of them now:
http://www.acehardware.com/product/index.jsp?productId=20374076
Drill the top plate easily because it's plastic.
All four side plugs fit
very snug, but you could glue them of course.
Drill any one (or more) of the side plugs with a hole just large enough for the
Cat5 cable to slip through, do your
crimping after the cable is pushed through, then when everything is sealed up in the j-box, just a touch of silicone around the cable and slip it in another 1/4 inch to make sure it seals too.
Oh yeah... and they're already grey to match my house. (YMMV)