ok, what ya do is,
back by the fenderwell, look down behind the motor. you'll see the oxygen sensor coming up off the stock downpipe. follow that cable up and you'll see where there is a harness to plug the pigtail into.
just unplug it hook yours up and you're all set. make sure ya plug it back all together.
The pigtail you have probably has a purple wire coming off it if its a caspers one.
did i make that too confusing?