Mattvmills,
To the best of my knowledge you can't add connection points to an Autoshape.
Now that said, if you mean by connection points (little blue spots) you get
when you use connector lines. I usually draw over my autoshape with the line
free form tool (delete the autoshape), and then you can right click and add
points to your shape. From which you can draw connector lines.
Does that make any sense to you or have I misread the question.
There is a good tutorial here: http://www.powerpointworkbench.com/html/connectors.html
Luc