[repeating an earlier post]
It's a "Tail option" on Samtec's SSW line of connectors (for example; I imaging other manufacturers do similar things.)
http://www.samtec.com/ftppub/pdf/SSW_TH.PDF
Samtec is a great manufacturer; been in business forever, generous with samples, generally helpful and communicative, and available through digikey. (I don't know if you can get ALL samtec parts through digikey, though...)