Unplug the power connector from the horn, and use a wire stripper to expose a bare portion of the wire. The "20 ga" hole seemed the best fit for this purpose.

The PIAA horns have their power/ground connections on top of the horn, so the stock wire won't be long enough. At the same time, the ground cables that come with the horns are too long -- which is a perfect hack in this case!

Snip about 4" of the ground cable wire (the 1/4" female spade connector side) and use a butt connector to attach it to the horn's power wire.

It may be a good idea to insulate the connection with some electrical tape after it's been crimped properly.