on a rockford it goes to that lil piece of metal that sticks out by the power and ground connections. you run it to a switched source like your radio should have a amp turn on wire.
The REM is a memory module in your amp that's used to record the owner's name... That was a joke. The blue wire is used by your radio to remotely turn on the amp whenever it's on. If your car radio doesn't have that wire, you can use your ignition wire instead.