Hmmm, IIRC some Porsches at least have used amplified antennas - again IIRC, with the power feed integrated in the stock radio, requiring an adapter alá VW/Audi when you use an aftermarket stereo.
Then again, my Peugeot had a wire simply going into the harness only to come back and attach with a small connector to a wire that went along the antenna cable, so your little yellow connector might be to power the antenna amp...
Best bet is to ask a tech at the dealer, or if you have a good local car audio shop around... Another decent BBS I've found is motortalk.de (general language is german, but the won't yell if you use english...) - might be able to get an answer in the Porsche or Car Audio forums.
/Michael
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/Michael