Usually this connector is on the lower left hand side of the dash. Underneath on the drivers side. I was curious where mine was too... next time i'm at the car i'll take a peek and see if I can find it. Basically it'll look like a number of wires going to a plastic plug/connector thing. It probably hangs somewhat loose.
Yeah.. bad description I know
If you do get the gauge, let us know how it is! Share your experience with it. I am thinking to get a SG2 myself at some point. Once I save up a few spare pennies in the gadget fund. As I recently bought my HCH2, spare funds are quite lacking at the moment.

I still need to get all weather mats.. theres another $90.