My kit did not have the curry connector, but I was able to buy it from my parts department for about $4 if I recall (I did not buy myu Sirius install kit from them, so I did not mind paying).

When taking off the blue connector, use it as a guide for how to put the curry one on. There is a little red tab that has to be pulled up out of the blue connector (I used the tip of a pcoketknife to get under the red tab with no problem). You then can slide the metal connector out. Slide it into the new curry connector, pop in the red tab (be sure it's already removed from the curry connector), and you're done.