The blue connector should be tied up in the bundle behind your cd changer location behind the driver side rear cargo panel. You should be able to see it easily. Check out the install write up on the xoutpost.com home page under section "Navigation" item no. 13. there are pics. posted there.

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'06 X5 4.8is, TiAg/black, cold weather pkg., comfort seats
'07 750Li, TiAg/black, sport pkg.
'05 Ford F350 silver met./slate gray, Lariat, 6.0 PSD, CC, DRW, FX4