This is ... fascinating (say it like Spock). I never heard of a chip for a Saturn (everything is soldered to the ECU/PCM). ... wait a minute ... Google google google :
SLR motorsports chip
Check the "chip" and see what plug it has. Most likly you need to plug it into the harness and cover the sensor''s connector. If not then you got ripped off. Most of those so called "chips" are nothing but a resitor that gives the computer a predetermined value. It most likely will not do you any good installing that "chip". I would return it and try to get your money back.
If you are trying to get more power from your engine then have the PCM retuned (reprogrammed) it is the ONLY WAY to get what you want from the PCM.
It's an IAT resistor-mod chip. It would only boost horsepower (more fuel injected) under WOT/open loop conditions. Nothing to do with MPG. The pictures on the site are misleading because they imply that it is a real computer chip.