It is probably not the headers. It is the !#$$@#@ plastic terminator. The plastic terminators are IDC type connectors (Insulation Displacement Connectors). Basically each wire gets pushed into a connector. The connectors look like a U where the inside of the U is like a knife blade. As the wire is pushed down the insulation is cut (displaced) and the wire contacts the metal. Sounds great except that the wires wiggle and expand and contract with temperature and eventually will work their way up until they don't connect anymore.
To fix this, you need to recompress the wire back down into the metal connectors. There are two ways to do this. The best way, if you have a vise, is to put two pieces of cloth over the faces of the vise and gently but firmly squeeze the top and bottom of the CPU board terminator so that the wires are pressed back into the connectors. To do the I/O connector side you need 2 small blocks of wood over the face of the vice and carefully squeeze the top and bottom of the connector to press the wires into the connectors.
If you don't have a vise, you can do the same thing with a pair of pliers. I have found channel locks work best becuase you can adjust the faces of the pliers to be the same thickness as the terminators so the faces of the prilers are parallel when they start to compress the plastic. Again firm but gentle. Don't really squeeze or you can break the plastic. With pliers, you need to squeeze and then move down the terminator. It is better to do several passes across the length of the terminator then to try mashing it in one sqeeze (that's a good way to break the terminator). If you do break the CPU side, you can get replacements from Fry's. If you break the I/O card side, that is not good. I don't know where to find those terminators.
It's late and hopefully this makes sense otherwise I can try explaining it tomorrow, after I get some sleep.
ken