Tools required:
wire crimping/cutting tool
few cable ties
bit of insulation tape
Heres a quick guide on how to do it, with pics
The numbers arent there as a step-by-step guide, there just there to show you whats happening.

1 & 2
Connecting the live and negative wires to the battery - DO THIS LAST! - its the safest way.

3 & 4
This is on the Drivers side.
Cut the yellow wire and join the end that goes into the bulb to the wire off the upgrade harness (3) - this is the longest wire off the harness
Tape up the other end of the wire (4)

5, 6 & 7 (N/S)
Un-plug the white connection block (5)
Take the yellow/black wire and cut it, with a reasonable length each side
Join the yellow/black wire going to the bulb with the longer of the 2 remaining wires (this wire is in the same connection on the relay as the wire already attached to the bulb on the O/S, wire marked, 3! (6)
Take the other end of the yellow/black wire and join it to the remaining wire on the up-grade harness. (7)
Do steps 1 & 2
Cable tie the relay somewhere safe - i did mine just the the right of the radiator, under the slam panel.
And your done!
Hope this helps!
This is just a quick and simple guide - check the instructions that come with your harness to make sure there not different.
My instructions told me to just a volt meter to check which wires carried the live feed, in my case it was the yellow/black(N/S) and yellow (O/S) wire.
I imagine this will be the same for all Scirocco's but please check!