I can't see why you need a specific temp sender for a MegaJolt. Maybe for a MegaSquirt?

You do need a
separate sender, but not a specific sender. Separate, as you'll be able to calibrate it for the MegaJolt if it's a shared output from the sender, but the gauge would also require recalibration, and that's just not worth the effort. They would interfere with each other. A constant, workable interference, but not one worth the effort.
I've got the standard sender (well, one in the standard spot in the head) set up for my temp gauge (currently not working), and I've got one in the thermostat housing (a VDO sender - just happened to be what was already in there) which is hooked up to the MegaJolt. I then borrowed an infrared thermometer, worked out the scale of resistances, and put that into the MegaJolt. So, my ignition is further advanced below 60º, and starts to retard as it gets closer to 100º.
That said, Simon's right - you don't
need it hooked up in order to run. Mine's hooked up to adjust the ignition as mentioned, and it also controls a pc fan as a thermofan mounted on a heater matrix used as an auxiliary radiator, connected to one of the auxiliary outputs. That said, if you're running more than a pc fan, you'd probably still want a relay or something in the circuit, as the outputs aren't meant to have more than 500mA of draw on them.