This is an old blog that I am re-writing for anyone who is looking to do this install.  I have since gone on to using a Kuryakyn light bar.  There is a lot of relevant information in this post, especially the part of using a relay to power accessory lights.  So here is an oldie but a goodie...
In an effort to keep things simple for anyone who wants  to install these lights I wrote up a procedure that works, with  pictures, lots of pictures, and it is wired so the lights turn off when  you start the bike just like the headlight. 
What you will need:
Pilot Motorsports: Wiring Harness w/Switch part PL-HARN3 from Pep Boys--- you will be cutting this harness up…
 
1 spool of 12 gauge red wire and 1 spool of 12 gauge black wire from radio shack
Black wire ties from Wal-Mart 
A couple of packages of heat shrink from Wal-Mart
2 “eye-type” terminal connectors to connect red and black wire to the battery - got it in a package from Wal-Mart
Wal-Mart Driving Lights
If you choose to install a switch here are some choices for a 12v switch  …(tip: nothing from radio shack, nothing they make is exterior grade) –  
Here are some choices:
1. Order a handlebar mounted 12v switch online
2. Go to a marine supply store and get a 12 volt toggle switch
3.  Go to local motorcycle shop and see what they have
4. Try these choices from Allied Electronics  
www.alliedelec.com
A quality 12 toggle switch:  
http://tinyurl.com/5wk27c
But more importantly use at toggle switch boot to cover the outside of the switch, this will make it water tight:  
http://tinyurl.com/658p4u
My brother used a handlebar mounted 12v switch and took it all apart to  the guts of the switch then mounted it into my speedo housing.
A roll of Plastic Wire Cover from Wal-Mart
Soldering iron and solder….I use small silver solder from Radio Shack
Instructions:
First off prepare the Wal-Mart lights…
What I did was take two small diameter pieces of heat shrink and put one  piece on each end of the wire coming out of the end of the Wal-Mart  lights.  Then I put a larger piece of heat shrink over the two and  really jammed it into the back of the light housing, this made a pretty  good weather seal, you can also use some high heat silicone or gasket  silicone but I didn’t think I would be able to do that neat enough.   Also, others have rightly suggested installing a small set screw on the  bottom portion of the lip that holds the lens in place.  This is a great  idea and should be done.  Just drill a small hole in the bottom of the  lens bevel and install an equally sized (smallest you can find)  stainless steel screw with some blue lock-tight, so the lens wont  vibrate off.
Mounting the Wal-Mart lights…
Before you even begin tearing into the bike you can test mount, then  mount the lights.  Mount them as far as possible to the edge of the turn  signal trim piece.  Just leave yourself enough of room underneath to  get your nut and washer in there.  It’s ok to let the mount overhang the  side of the trim.  When you drill the hole for the bolts in the trim  piece use a small bit at first drilling from the outside, then work up  to correct size drilled hole.  (Hint…please use rubber washers between  the plastic trim piece and the mount on both sides, you can over tighten  the mounting nut and crack the plastic trim, I know from experience)   Remember to use blue lock-tight on all the mounting nuts and do not over  tighten.  
 
 
 
In the wiring harness that came with the Wal-Mart Lights find the  lengths of wire that connects to the lights and cut them a few feet back  from the connectors. Slide some large heat shrink over it and connect  the plug connectors from the lights to the shot of wire. Next slide the  heat shrink over the plug connectors and heat em’ up. (tip: I did not  solder these connectors so if I want to replace the 15 dollar lights  with something better someday it will be an easy job, but feel free to  cut the connectors away and solder in the wire directly to the lights if  you want) Now, route the wire up into the headlight bucket. 
After I mounted the lights I moved on to pulling the power from the Battery….
Now is a good time to stop and talk about your connections…all of the  connections that you will make should be soldered then heat shrunk (I  use sliver solder from Radio Shack because it keeps the Vampires away,  and it melts fast)…remember to slip on the right size heat shrink before  you splice and solder. 
 
Remove the seats to expose the battery.  Also, I removed the tank.  Some  people grimace about removing the tank but I find it easy and once you  have the seats off it really only takes another minute to remove.  First  unscrew the bolt holding it down, prop it up with a piece of 2x4 or  something (I just have someone hold it) then disconnect the wiring  harness and unsnap the fuel line.  The tank can now be lifted off.  
Disconnect the battery cables so the bike is truly dead. (tip: place  something like a short piece of spare 12 gauge wire under the nut on the  battery terminal…this will help you get the screw back on later)
 
Take the in-line fuse that came with the driving lights and cut it off  its wire leaving a few inches to either side. Then solder and heat  shrink in about 10 inches of the red radio shack 12 gauge wire to one  side of the fuse and about 5 ft of the red radio shack wire to the other  side. 

Next at the end of the 10” side Crimp then solder on a Battery connector. 
Next take about 5 ft of the black wire and on one end crimp then solder another battery cable. 

Do Not connect to the battery at this time….that will be the last thing that you do.
Your going to bind the red and black wires together every few inches  with electrical tape and run it into the headlight bucket leaving enough  of slack make all you connections. Secure the wires every few inches  with wire ties where ever you see fit to secure it.  
 

Then you can secure the tank back to the frame.
Open the Headlight Bucket. 
Open the Pilot Relay Wiring Harness from the auto store.  (if you don’t  have this harness you can still follow this procedure by following the  diagram below, the harness just makes it a little easier by making a  plug for the relay)
 
Locate the Yellow wiring harness in the headlight bucket and in that  harness there is a yellow with white tracer wire that runs from the  harness up the left side of the handlebar into the headlight switch.   This wire will be the trigger wire for the relay.  I chose to cut this  wire and splice in the thin white from the PILOT RELAY WIRING HARNESS  remembering to solder and heat shrink the connection. This is the wire  that will go to your switch,  (I don’t have a switch yet so for me this  wire goes right to the relay harness) whether you put it into the speedo  housing, or on the neck, or mounted on the handlebars. Now from the  switch you will run another piece of 16 gauge wire to the trigger  terminal on the relay housing which happens to be the thin white wire  coming from the housing.  If you are using a switch please either use  spade terminals to connect to the switch or install a plug so that in  the future you can completely remove the speedo housing.
If you are installing a switch into the speedo housing use a good  quality switch like the one from Allied with an external rubber boot  cover to keep it watertight.  You can also use some Diaelectric compound  on the inside terminals to further protect it, but that’s probably over  kill.  
 
 
Also from the new relay housing are 2 larger gauge double white wires.  These are the wires that will go to your lights.  Connect the white wire  from each light to the double white wire off of the relay housing in  one soldered and heat shrunk connection. (tip: twist the white wire from  each light together and then twist the two white wires from the relay  housing together, and then twist the four wires together to form one  large splice) 
Connect our red wire from the battery to the large single white wire off  from relay housing remembering to solder and heat shrink. This large  white wire is the 12v in wire. 
Connect the four remaining black wires together in a large soldered heat  shrunk splice. The four black wires are: 1 each from the lights, the  black main wire from the battery, and the ground wire from the relay  housing. 
 
Now place all the wires neatly into the headlight bucket and affix the relay to the relay housing.
Clean up all of your exposed wires with the plastic wire cover.
Connect your Red and Black wires to the battery. (tip: remember to  remove the little shots of wire holding up the battery nut) and your  going to have to notch the flimsy red plastic casing that covers the red  terminal to accommodate the new red wire. YOUR DONE!!!!
Now you are ready to test and button up everything. 
 
 
Good Luck!!!
James