Yes you do need the 10K pull up resistors.
Connectors for the SMBus pins can be found at
www.jameco.com . They are called .100" non-polarized connector housings and crimp pins (WHEW!), part number 163686CL for the 5 pin housing ($0.27 ea.), and 100765CL for the female "pins" ($0.11 ea.). The minimum order is 10 for both parts. The connectors and pins are sold seperately so be sure to order both. The pins are crimp on but since I don't have a crimp tool for these pins I just strip about 3/32" of insulation off the wire and solder them where the crimp part of the pin is. The wire can be held in place for soldering by using the normal wire anchors on the end of the pins bent around an insulated part of the wire with needle nose pliers. It also helps a lot to pre-tin (apply a small amount of solder) to the wire before you solder it to the pin. The final step is to bend in slightly the crimp parts of the pin with needle nose pliers so they will fit in the connector housing better.