In my experience with those molex lights (experience i could do with more), I've come up with 2 conclusions in why your thingo doesnt fit into the thingy.
1. You chose a molex connecter, which already has another molex connecter coming off it, thus you have VERY little room and are forced to cut through the casing unless you have made the resistor extra tall, extending out of the casing.
2. You have used too much solder and are clogging the pins from fitting back into the casing.
How I recommend going about this as easiest as possible (and I know some people will not like my idea...
), is to never EVER trim the wires on the resistor or LED too short! Give it some room! What I mean, is you CAN trim it, but just a little. Give it some slack. So what if it pertrudes out of the caseing? It looks better, and your chances of it not fitting decrease significantly. Or, maybe I have been the only one trying to fit the resistor into the casing along with everything else... Anway, also don't forget to use some insulation for the wires, otherwise if they touch, BOOM! Nah, I'm kidding round with ya, but if they do touch and the power's flowing, then you have to start over again with a new LED and Resistor. I've fudged up 2 of mine from doing that
Anyway, good luck!