I've been there! That's why I had that pic handy

I don't know what age your car is, but assuming the vac routing is the same as mine (roughly)..
Take off the big black plastic cover on the inlet manifold (two plastic retainers at the front, one 8mm nut near the back).
You'll now see a pipe that runs front to back of the engine right under where that black cover was. If you follow it, at the front it's quite narrow and connects to the vacuum pump, at the very rear it's wider and follow it round to the brake master cylinder. In the middle of it's length, roughly, you'll see a 'thing' (one way valve) and in front of that a T-piece.
That T-piece should be connected to one side of the EGR solenoid - depending on year yours will either have two or three connections. This fella on mine has two connections:
http://i49.tinypic.com/a0waap.jpgNow.. ignore all that pipework, it's not what you want (it's where the MAP was wrongly connected to on my car!)

But I figured I should show you that so you know what bit to avoid, unlike the previous owner of my car...
Now.. the MAP sensor should be connected via a short length of vacuum hose to a nipple that is on the underside of the main runner of the inlet manifold. You can find it best by feel - feel along the underside starting at the EGR valve end (this bit -
http://i45.tinypic.com/9jonld.jpg - you should be feeling along the underside of the square aluminium section behind that).
About 1/3rd along you should find a small nipple with a vac hose connected to it - or you might need to attach a vac hose there. Hook that up to the MAP sensor. Look in this kind of area -
http://i45.tinypic.com/2ymaet2.jpg - but ignore quite where my hose goes to because at this point in time it was plugged into the wrong thing.
If you can't find it let us know and I'll take more pictures (although not until Wednesday, as I'm off to Prague tomorrow at 6am!)