The Polarity is which way the Positive and negative are, if you reverse the connections there is a very good chance that you will cause damage to the device that will be connected to the lead.
To find out which wire is pos and neg, if you get hold of a multimeter/ Voltmeter (Maplins sell cheap ones around £5 like this )
Wth the multimeter set on "voltage DC", put the red probe onto one wire and the black probe onto the other wire and read the voltage.
If the multimeter shows negative voltage then the black probe is on the Positive and the Red probe on the Negative wire. If multimeter shows positive voltage Then red= positive, Black = negative.
TIP: Label each wire so that you know what is pos and neg, otherwise you may get muddled up and end up getting the wrong wire.
To double check that you got the wire identification correct you can take the multimeter again on "volts DC" and put the red probe to one wire and theblack wire to a earth/ground point on the car (such as ignition barrel, one of the bolts under the dash etc). One of the wires will read voltage to ground (this is the positive), and one won't read voltage to ground (this is the negative).
These types of conectors can be handy, im sure the two pins are different sizes so can only be insterted into the holder one way. One problem with this type of connection is that is is TOO EASY to change the connector. Yes i know that sounds stupid, but if you can easily change the connector to suit what ever device you want to power, plug it in and BANG!!! (Exageration) You overlooked the voltage side of things, you just plugged in a 6V device onto a 12V supply and fried the internals.
If you have any other questions let me know.