Led controller port

[SoarinSoars]

So, My MB has the ability to control strips of leds, But, When I plugged the led strip into the port, it flopped out like it wasnt even meant for that port. Is there some kind of adapter I can buy to make it like the one the case came built with, and, the other side has? Its like, I need a male pin lock port, but, its its only pins,

Mb is a AsRock Pro4

 

[SoarinSoars]

Is there a thing like that I can get, or, am I putting it in wrong?

 

[est85hat]

Is there a thing like that I can get, or, am I putting it in wrong?