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Bill6302 is right, soldering the connection is the best way. You can always just use black electrical tape to cover up the soldered connection.
If your looking for an easy way to connect a wire to another click HERE
I use these kinds of connectors.
What are you tring to connect to another wire? I ask this because you may start your car/truck on fire if you don't know what your doing.
Example: You want to connect something that draws 40 amps, you find a 18 gauge wire but for whatever reason it's not fused. Two problems with this, first never splice into a 18 gauge wire or use 18 gauge wire with 40 amps and always use a fuse. Anyway if this would be done, the wire would heat up and could cause a fire, park your car inside an attached garage and... you get the idea. Now this is just an example but you need to make sure the wire your splicing into can handle whatever your connecting to it.
Thanks for the info. I'm about to install a complete audio system with a remote start alarm. I have used the items that you sent in the link but was not sure if technology has changed in the last five years.
Yeah connectors haven't really changed, they may look cooler but serves the same task. I have an alarm on my deck too, but mine makes the speakers BLAST lol. With the deck just connect it to your radio harness, radio shack sells the adapter, just connect the wires from your radio to the harness and plug it in, no cutting. With an amp it's best to get an amp kit that handles the amps/watts your amp is. All wiring is included.