Question on wiring. (what is this for)

Hi,
trying to sort out my diesel X-type and have a heavy red cable which runs under the fuel rail and another cable which comes from somewhere near the bottom of the engine. Looking at Youtube they seem to join in a block attached to the cylinder head, but mine have just been joined together and left loose. Can anyone tell me what I am missing?
It seems I am short of a plastic insulator that joins the two wires together. On further inspection the heavy red cable that runs under the fuel rail could be glow plug link cable.