Certainly do not join the wires together! The capacitor is connected across the positive and negative connections to the regulator. If connected together, you will have dead short in the system. As Mark say, make sure the replacement has a voltage rating of at least 25V. Preferably higher.
Element 14 in Sydney have 22000uf 40V.
http://au.element14.com/kemet/als30a223de040/cap-alu-elec-22000uf-40v-screw/dp/1572897
Not cheap, but what is when it involves aeroplanes?
Robert