The AAN (and 3B, ABY and ADU) G62 Engine Coolant Temperature Sensor (035919369M) that the ECU uses to determine whether or not to enrichen the fuel mixture has a white two pin connector as shown here for an AAN (ABY, etc wire colours might be different)

Here is the wiring diagram showing how the Gray/brown wire connects to the ECU at pin T55/45 and the Green/black wire goes to the internal ground in the engine harness.

Here is photo of the crimped connection in the AAN engine harness where these green/black wires are connected and then go to ground (at the intake manifold):

More Common Ground info in this post: http://forums.quattroworld.com/s4s6/msgs/289341.phtml
More G62 info and why the G62 is important is available here: http://forums.quattroworld.com/s4s6/msgs/20985.phtml

Here is the wiring diagram showing how the Gray/brown wire connects to the ECU at pin T55/45 and the Green/black wire goes to the internal ground in the engine harness.

Here is photo of the crimped connection in the AAN engine harness where these green/black wires are connected and then go to ground (at the intake manifold):

More Common Ground info in this post: http://forums.quattroworld.com/s4s6/msgs/289341.phtml
More G62 info and why the G62 is important is available here: http://forums.quattroworld.com/s4s6/msgs/20985.phtml