
Originally Posted by
HallsofIvy
No, sorry. When I said "Both P and Q are contained in the square in

...", I meant that every point of P and Q are in

.
This uses sin(1/x) so that the two sets can "dodge" one another very rapidly! Also, it is of importance that the closure of the set
| y= sin(1/x), x>0\})
includes the entire line segment (0, y) for y between -1 and 1.
I finally got it! 
According to mathworld:A connected set is a set which cannot be partitioned into two nonempty subsets such that each subset has no points in common with the set closure of the other.
Here's Wolfram's plot.