Arduino Mega has tons of pins - that's a big reason for buying one, right? We want to use all those pins! Wiring can quickly become a spaghetti mess without cable management, though. We can consolidate wires by using Ethernet plugs. The data pins on the Arduino are mostly grouped in multiples of 8, and Ethernet cables have eight wires in them. This instructable explains how to fit four RJ45 Ethernet plugs onto the double header pins.
You will need:
The header pins for the second plug will probably not go 100% through the pcb after having bent them at an angle. Turn the pcb upside down like in the picture and solder all the pins. Then touch each of the header pins (in the white rectangle) with your soldering iron a second time, for a second or two, and add a tiny dab of additional solder. This will encourage the solder to wick down through the pcb and make good contact with the header pins. Obviously, don't add too much solder. It doesn't need much.