What year is your X? They changed signifigantly in 2005, but they all have
a connector on the inside the frame on the drivers side (drop the spare
tire down for easier access/visibility), then you just run the harness to
the back of the truck.

If you have an 05, there's a sub harness you gotta install too in the
cabin too.
www.courtesyparts.com has the instructions/diagrams you can download right
on their website (that's where I bought my hitch and harness).
Also, there have been discussions on this on the forums at the Xterra
Owners Club:
http://www.xterraownersclub.com/forums.html
(If you own an X, i highly recommend joining or at least lurk for a
while!)

Keep in mind with the 05 you end up with a round 6-pin connector (for
trailer breaks). Pre-05 you end up with a standard flat 4 pin connector. I
had to get a 6-pin to 4-pin adaptor (no biggy)

Let me know if you need any more info - it's really easy to install. If I
could do it, anyone can!

(If you end up at XOC, I go by 05_X there)