Parallax BOE servo connectors?
I encountered the same problem, then discovered that the servo plug actually does fit in the BOE Shield's servo port. You just have to push hard for it to go all the way in. 

To see how deep the servo plug really is, try inserting a wire into one of the 3 holes. 

However, if the plug still doesn't fit, there is a workaround. Connect the plug's red wire to a 5V power pin, black wire to a ground pin, and white wire to a digital out pin (P12 or P13 in your picture). Effectively this should be the same as using the servo port.