you are not supposed to connect those to the motherboard you are supposed to run them out the back and plug into the usb3.0 slots on the board. early usb3.0 motherboards did not have usb3 motherboard headers so cases were designed like that.
you can run them out the back
contact zalman to see if they have a new design with the headers they'll send you (rosewill sent me the new front panel for free)
Many thanks Unksol, that's exactly what i need, will there be loss of speed by using that connector?
no, its just an adapter rearranging the pin. I don't know that website, just first one i hit for an example as they are a little hard to find. so you may need to look around. search for something along the lines of "usb3.0 header adapter" etc. if zalman has updated the case like everyone else has you might be able to get new cables from them.