Rappa,
I think you're misunderstanding; the crimp socket crimps on a wire (as in your diagram) and giving you a mobile socket. You can get shells in various configurations (I use 2- and 3-pin shells quite frequently), and when it's just one in I simply protect the socket with heat-shrink tubing.
In the photo below you can see that I've made two such (single-socket) wires; they have a socket on one end and a pin (for plugging into the breadboard) on the other.
It's hard to see, but the connectors near the LEDs are actually 0.025" female sockets that are plugged onto header posts on that board.
In a pinch you could go to a hobby store that specializes in RC components and get a kit for making servo cables -- those are the same type connectors I referenced earlier.