if you're only planning on adding one thing (which rarely is the case!

), then make sure you add a fuse to the power line BEFORE the Relay.
In most cases, we tend to add a few things and it's better to install a Power Distribution Module like hubcapsc suggests. Especially if you're not familiar or comfortable doing electrical work.
This weekend, I actually replaced my spaghetti mess of add-on wiring with a single second fuse box that I manually populated. Also replaced the additional wire loom that runs from the battery compartment to the front of the bike. It's a tedious process, but necessary if you have a lot of added stuff.