I asked the question on nico club .com, and I got a response, "you don;t need to worry about that plug. it goes to one of the big white plugs near the ecu that aren't used"
I have had mine Running with only 1 plug connected, it seem to run fine, but After 4 laps on the track, the turbo exhaust housing got way to hot and is now stuffed (warped).
Don't know if it has anything to do with how the TPS is hooked up, but that was the only thing I have changed and the car was fine before.