I self-installed a factory supplied aux trans cooler package on an 02 Odyssey and, unless they have changed, I think your picture is of the origional power steering cooler. With the Honda package, that cooler is removed and replaced by a shorter power steering cooler so there is room for the aux transmission cooler to be installed. The origional transmission cooler is in the bottom of the radiator and you route the transmission fluid from that to the aux cooler and then back to the transmission. Many Ody owners opted for non-Honda trans coolers however because the one supplied by Honda is rather small. You will find info on
http://www.odyclub.com if you are not already aware of that site.