I must agree with Telexen, Correctly soldering in the header pins will always give you a better quality fit. The solderless adaptor relies on a "snug fit" in the holes on the MB (They are, essentially, dry joints). That said, the Team X boys will have tested it thoroughly (I would imagine) and I would say that MOST people will not have any issues with it.
What this adaptor does do is allow people with no soldering experience or no soldering equipment, to chip fit an X3.
If this is your first mod then this could be a great way to find your way around your xbox and the principles of electronics.. However, if you are serious about doing this sort of stuff then learning how to solder is a must.... Great feeling as well when you turn the box on and get the bios screen up!
My main advice would be to speak to an experienced solderer, read, read and read again all the forums on fitting and TAKE YOUR TIME.
Faint heart never F*cked anything!