That little silver can thing is not the knock sensor, The knock sensor is on the back of the engine. You can not hook that straight to MS, the knock sensor is a piezoelectric sensor, as knock occurs the crystal deforms and puts out a voltage. You need something to read this voltage and interpret whether its knock or just mechanical noise.
OEM knock sensors only look for knock at certain points in the combustion cycle, usually right before a cylinder fires, everything else is ignored. If you are running MS3 you can use the knock module they have, other than that the only real options are knocksense and J&S safegaurd.