Thats the water/oil cooler/heater, one of the pipes attaches to a tee piece which is in the hose between the header tank and the heater matrix on my FRST. This is a black plastic tee piece on mine, about 12" down the hose, i'll try and get you a pic of it. Not sure where the other side of it goes, but if you ask on fiestaturbo i'm sure someone on there will know for definate

Thanks

Matt