If your part just attaches to the existing wire, it won't be much of an upgrade.
I'd still use the plug cap if it's better though.
I just grabbed a car wire, cut it to length and screwed it in.
Like 2door said, yours might be glued in but you can still replace it by carefully digging it out with a small pick. As long as you don't break the screw post in the CDI box, a new wire will screw right on.