I imagine that inside the one wire of the fitting there must actually be 2 wires. Basically you have to take off one of the "plugs" (there are usually some mini-screws that, when unscrewd a little, make the wires come out). Then you just fit the wire ends into the other "plug" (it's inside the white "plug" thingy that they come together). Sometimes you have to cut off a bit of the plastic protection so that the wire is "naked" and can fit into the small hole (it will stay in place when you tighten the small screw).

Hope this is not too confusing... I usually take out the fuse when I do that kind of stuff, to be on the safe side ;-)