For your queries:
1) is there a cable or something that adapts the two? I would be fine with buying a little cable.
>>Presently, I can't find any recommended cable that connects 10pin SWD/JTAG to 5 pin SWD
2) am I missing anything in trying to make this work? I don't want to put in a lot of work if Kitprog is not compatible with the 010 kit.
>>Yes, it is compatible.Just make sure that length of cable is not more than 10-12 cm between the connectors.
I would recommend that you go through the Programming and Debug interfaces section of the application note AN61290- Hardware Starting Guide with PSoC® Creator available at www.cypress.com/