I have the picaxe 28 proto board which comes with male headers for all inputs and outputs.
If I have a component like this one which comes with the wires, what connector should I attach so that I can use this with the 28x board with male headers and a breadboard which has sockets?

If I attach a molex female socket to the end of the wires, I can't use it with a breadboard. If I attach a male connector, I can use it on a breadboard, but not with the male headers on the Picaxe 28x board...
How do you get around this? Any clever way of solving this?