these are butt connectors.

its basically a tube with a metal middle covered in plastic. what you do is strip off some of the insulation from the aftermarket wires and the harness wire, then stick them both into the tube. hold it steady, then lay down a couple good crimps in the metal. then tug on the wires to make sure they are good. you might want to practice on some spare wiring first.

you should end up with something like this...