I think the 'fuse holder' you're talking about is actually a Scotchlok connector.
I had a PCIII on my S2R 1000 - it was the same model as for the S2R 800 but was a different number from the one you've got.
Have a look at this diagram, which shows how the Scotchlok connector should be spliced into the TPS wiring.
Here's the link to the full instructions:
http://www.powercommander.com/downlo...eng723-411.pdf