I want to keep my keyless feature so I purchased a "T connector" from Circuit City. I know that the two clips plug into the wires from the car and the other to the stock head unit. I have no idea what the funtion for the other clip as I thought that I need to splice the wires to the new headunit's harness. Can I just remove the third clip and splice them to my new head unit or am I miss understanding something?

Im a novice at car audio so any responce would be appreciated.

Thanks!