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Are you talking about the white wire? I think I've read somewhere that someone was saying that they didn't need the resistor and it was fine. No light came on. But I needed one on mine. The kit was missing it when it came. I installed it anyway without the resistor and the light came on. So I had to call Zex and get another one sent to me. Once I spliced in the resistor, the SES light went off and hasn't came on again since.
Mine wouldn't work w/out the white wire aka w/ the shrink tubing (the tps resistor wire). The zex kit management system has to read a certain constant voltage. It's very touchy. Mine didn't come with the kit either and its only like 5 bucks.