I do not recall which had the arrow. This particular unit was installed in a customer's car a few weeks back so I do not have it to reference. If I were you I would run out to my car and look to see which nipple has which hose. The 02-05 WRX were all the same. I want to say my 08 FXT is also the same, leading me to believe the 02-07 WRX were setup the same way.
Furthest nipple from the electrical connector = goes to intake manifold
Closest nipple from the electrical connector = goes to return hose back to gas tank