Ask any local computer geek to check around for old cards they don't need anymore. Many sound and video cards have pinheaders installed on them. Clamp the card in something, hold the long section of the pin with a pair of pliers and heat the underside of the pin with your soldering iron. Pull out all the pins so that you then can free the plastic mount. Trim the mount to the size needed (probably 2x8) and push the pins back in. Now you've got a free pinheader with pins already tinned with solder... will make the install even easier as it will help to draw the install solder in for a better joint.
I did this with an old 386 motherboard this past winter, but I don't have any of the pins left. Wasn't difficult to do. Plus, since the card you're extracting the pins from is scrap anyway it doesn't matter if you tear it up in process. You'll want to be much more gentle with the Xbox tho.
Matt- been there, done that. I think I had to buy a bag of 100 of the nuts used on computers to the sides of d-sub sockets, like the video and parallel ports, just to get a pair of them. 12 years ago before I had my towering mass of computer junk. Still have that damn bag somewhere...
-Whoopin'