Where did you order the GPS unit and is it really a Uniden BC-GPSK?
Sounds like either something was left out of the box or you did not order the proper thing?
See the picture in this link -
Uniden GPS Receiver for BCD996XT/BCT15X/BCD396XT/BC346XT and HomePatrol | ScannerMaster.com
The DB-9 cable has a "Y" with a S-video type of round connector on one side and the cigarette lighter power plug on the other.
I think many of the newer BC-GPSK units may come with the DB-9 to scanner cable?
But the DB-9 to scanner cable is required to connect to any of the scanners that support GPS.
Post a picture of what you received, maybe there is a new batch of units that are missing something or have the wrong parts/cables?