My Ultimate T-800's Heads Don't Fit
 

They won't pop into place. I think the peg is too short or something. I tried boiling one of the heads to soften the plastic, but that didn't help. Right now I am using Tak Putty to hold them on, but if anybody has another suggestion I am all ears.

I had a similar situation with the split open head of T1000 figure. The head sat really high on the peg, giving the appearance that the peg wasn't long enough. What it actually turned out to be, was that the inside of the head was actually too small at the very top to fit the full length of the peg.

If you have a dremel, you might need to use it to take a little bit of the excess plastic off. I did this with my T1000 afterwards, and now I am able to swap the heads out properly with no problems.

Those pegs are super tight. I highly recommend warming up the head sculpts using a hair dryer. Set the heat on "Warm" and the fan on "Low". Then slowly heat up the opening in the head. Should take roughly 30 seconds or so to become a bit pliable and the head should pop right on. With NECA figures, since so much is painted, I always keep a hairdryer handy to loosen up joints and swap out pieces.