I bought a 4x4 keypad matrix from ebay a while ago, and I sort of got it working by without any solder, but when i tried to solder straight to it, using just wires and no header, I totally ruined the connections and had to throw it out.
Since the tutorial I used (here) said that the easiest way to connect connect to the keypad was with a male header, I bought some, as well as another keypad. But now that they're here, I'm not entirely sure how to use them - do you just put the headers through the holes in the pcb, and then into a breadboard or something? It seems a little loose for that, and i'm not really sure if a connection is being made. But if you have to solder them i don't really know how it's going to be any more effective than how i did it before, using just wires.