I have a heated shield on my 03 xcsp. There is a wire with a 2 pin connector 12v DC tucked in between the dash and the belt cover somewhere. I can't remember exactically where it was, but it's right there in that area. I believe it comes up from the bottom.
OK you gave me an excuse to go out and see how the sled is doing..........................
The connector in the pic is not the original, I couldn't find a mate to it. The yellow wire circled is the power wire that the connector is hooked to. This wire is also on a friends 02 Pro X 700. Should be there on yours too.