The connection, I assume, is to provide lat/long data FROM the GPS TO the radio. In that case make sure that you are using the NMEA OUTPUT port on the GPS, to the NMEA input port on the radio. I don't know of any data the radio should send TO the GPS.
The NMEA 0183 signal on my chartplotter is a bi-level signal, meaning it has two wires, one low and one high. These two wires should go to the corresponding pins on the radio. No shield is needed, but if you use one ground one end to the connector backshell.
Next, turn on the proper output sentences in the GPS. I assume there is an INSTALL menu on the GPS, and just select a sentence which outputs lat/long.
Boris