This following picture shows the above wiring on my 2000 Grand Prix GT. It is in the stock airbox area.
I did not like the idea of the nitrous coming on at full-throttle, as that still could be at too low of an rpm, and would stay on as high as the car would rev (including between shifts).
The Zex box learns the voltage from the TPS. I believe that WOT, the TPS wire sees 4.6V. This voltage then switches on the Zex box. The MSD rpm box switches a ground on / off with rpm, which is why a relay is needed (to change a switchable ground into a switchable positive lead).
The above way works flawlessly as shown. I have it on the Zex switch to have it powered. When powered, it sprays only between the rpm that I preset (currently 3200-5800).
No additional parts needed.
From MSD, they sell rpm modules for $10 a kit. A kit is 4 or 5 modules in a 1000 rpm range (1000, 1200, 1400, 1600, 1800).
I also wired LED's inline to show when the box is activated and lights inline showing when it is spraying. So from the dash I can see exactly what is going on.
I definitely recommend the high shutdown as our engines are not the best at high rpms without mods. I know with rockers they can have valve float, etc.
If there are any other questions, feel free to ask.