Connector suggestion - Simple question

StuHooper:
At the moment I have three cables sticking out of the header pins on the top of my arduino. These control a relay. Two side by side, one on it's own.
They are not very secure, movement can sometimes pull them loose.

What type of connector do I need to attach these to the arduino to stop them coming loose?

I'm guessing a male header pin but I can't find anything that looks right anywhere.

Is it for a permanent installation? Remove the header strips from the Arduino and solder directly to the board.

For development there's all sorts of shields which give you screw terminals for the pins, etc., eg. Proto Screw Shield for Arduino

Or you can just use thicker wire or wire with proper pins on the end.