Translations for Connections should be saved in the following folder in your WordPress installation:
../wp-content/languages/connections/
If you do not have a languages folder in the wp-content folder; first create it and then create the connections folder within it.
NOTE: Spelling and capitalization are very important. If your translation is not being loaded, please double check the folder names.
NOTE: In order for the translation to be loaded the WPLANG constant must be set to the correct local in the wp-config.php file.