I made cables for breadboard in the past, but it's too boring of a job. After about 20 cables, I just decided I can wait 3 weeks to get a package from eBay and just ordered a set of 100 cables for maybe 3$ from China.
Basically, what I did was to
*get a 0.1" header (a long strip), put it in helper hands,
*get an IDE cable,
*strip the ends a bit,
* tin them with the soldering iron,
*solder them to the 0.1" header strip in the helping hand.
Then I just used some cheap nail clippers to cut each header from the strip without any problems.
The 0.1" headers are cheap on eBay or stores like Farnell, Mouser, Digikey, ide cables are maybe a dollar or so. The standard 0.1" headers are not as long as needed, they stay in the breadboard if you push them in but if you pull the wire a bit they can pop out - but there are 0.1" headers available that are longer and basically perfect for breadboards.
The headers on motherboards like you were told, don't have a particular name. Chinese call them Dupont...
You can get those female sockets on Farnell for example here:
http://uk.farnell.com/jsp/search/productdetail.jsp?SKU=1593509http://uk.farnell.com/jsp/search/productdetail.jsp?SKU=1593522(there's other combinations but these I just copied from one of my older orders, I'm too lazy to look for them)
Female pins inside this connector would be these, a pack of 100 for about 10$ (I'm sure there are some cheaper no brand ones somewhere on Farnell but again, these are from an older order i had) :
http://uk.farnell.com/jsp/search/productdetail.jsp?SKU=1022220You would have to crimp them with a tool, I personally use an Engineer PA-20 for such job, it's a bit expensive but it's quality tool and supports lots of connectors :
http://www.ebay.co.uk/itm/universal-mini-crimping-tool-molex-jst-amp-crimp-terminal-pliers-engineer-pa-20-/261110204270?ssPageName=ADME:L:OC:US:3160There's also the Molex KK series of connectors, which is spaced at 0.1" so it would work on breadboards.. If I'm not mistaken, they're the connectors used on PC fans. Molex is a bit expensive though:
http://www.molex.com/molex/products/family?key=kk&channel=products&chanName=family&pageTitle=Introduction