Green temperature sensor

I have a 2001 beetle. I just replaced the black sensor with the new green sensor and it just doesn't seem to work. When I start the car the blue coolant light does not even come on when the car is cold. Could I have gotten a bad connection or what could be the problem. The blue coolant light is not coming on when it is suppose to when you start a cold engine. Help me and I would appreciate it. I just want it to work.