I got the part from Advance Auto Parts and I had a time time finding it. I believe this may be it and it looks as though it's leaking coolant from the threads. The problem is when I took off the connector it was too large to plug into the new one. So it had me thinking it's not the ECT. If this is true where is it?

Here's a picture I took

Right side of my engine behind the power steering

Here's the part they gave me

http://www.bwdbrand.com/web_app/catalog/bwd_bgBulk.aspx

Am I looking in the wrong location?

the first picture is of the oil pressure sensor, look lower for the coolant temp sensor.

Man this thing is impossible to reach with a tool to get off.