The diode provides for protection for the relay contacts. It is possible that the diode is not located at the connector. It won't hurt to have two.
Make sure the diode is installed in the direction provided on the print. In normal operation the diode will not conduct. When the relay opens a counter voltage will be generated by the collapsing magnetic field. This voltage will cause a slight arc in the relay contacts. This repeated arcing will over time damage the contacts of the relay. The diode will shunt this counter voltage and keep the relay contacts from being damaged.
Use a 1N1002 up to a 1N1007 diode. Paypal me $1.00 and I will drop one in the mail for you. email@example.com
[This message has been edited by phonedawgz (edited 05-25-2014).]