Whoa how many miles are on that battery?
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Every battery that's ever died on me has died without giving any previous symptoms.
Probably the usual: harder/slower starts. That's about it.
i believe that connector is for the alarm sensor that detects when the car is like being towed or something.
I went with an H8 Duralast battery from Autozone. Was about $185+core+tax (core was refunded when I brought back my OEM battery that had 100k miles on it).
Fits like a glove. Though, I had to remove a little bracket that was placed in the tray to hold the smaller battery in place. Also a little tough to get the vent hose on. I attached it before the cables, and bolting the battery down. On my 5er, I get my wife to sneak her tiny hand in there and attach the vent hose.
http://i1087.photobucket.com/albums/...ps7hlmbgf1.jpg