i would google the manufacturers site and pull the wiring diagram for that specific gauge and vehicle. i have seen some vehicles where it gets connected to the positive side of the coil, and i have seen some vehicles where it gets connected to the negative side of the coil.
and if you have a MSD ignition box, then it gets connected to the MSD box and not the coil.
so either try to find the instructions on the manufacturers website, or if you absolutely can't find it, post up what kind of gauge it is here, or even a picture of it with as much info as you can provide.