Not sure what you mean by "connected", but the probes shouldn't touch any metal, like the rack itself.
This is how I balance the heat from left to right in my MES 40.
A Maverick probe on each side, and my adjustable heat deflector below.
Notice how the probes stick through the rack & hang without touching anything. I tape the probe wire to the top of the smoker to keep the probes where I want them.
Then the meat goes on that rack when I'm only using one rack.
If you use the top rack too, it will be slightly lower heat, and the third rack would be a bit higher.
http://s836.photobucket.com/user/Bearcarver_2009/media/DSCN1562.jpg.html