arduino and dfrobot motor shield

Hello,
i have bought a dfrobot motor shield Contr么leur de Moteur (2A) pour Arduino DFRobot - RobotShop to control 4 motor with an Arduino (i have arduino Uno and Mega).
But i don't understand why when i clip them together (arduino and motor shield), nad when i put motor ON, all the others pins are put HIGH. :frowning:
8) To solve this problem i connected wires between arduino and motor shield, and it work very well. So i want to know, if there are an other solution, because there are too many wires and it is not practice. :grin:
help me plz.