It's the 4 pin Din to 4 pin Din - one end goes to each unit, doesn't matter which way around the lead is, just one end to the output of the 33, the other to the input of the 303. Don't do it when it's powered up!
The mains goes into the 33 via the little round bulgin connector, then to the 303 via the nasty and somewhat dangerous two-pronged plug to bulgin lead. This means when you turn the 33 on by turning it's volume knob the 303 comes on too. You can connect an FM3 in exactly the same way too.
Tony.