Front Panel Connector issue

[MarginalMartyr]

I recently started my first computer build and need some guidance.

I'm using an NXZT H440 case and a MSI Z170 motherboard. I'm attempting to connect the front panel connectors as described in the mobo guide, but am not quite sure I'm doing everything right. As far as I can tell I have everything going where its suppoused to be going, but no matter which way I turn the wire I can't get the connector to 'click' into the motherboard. Are they just supposed to be loose against it?

Here's a picture of my wires in front of the area where I'm supposed to put them

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[GhislainG]

They don't click, they just are not loose enough to disconnect by themselves. Once all cables are inserted, tie them down to the case and they'll stay in place.