Here's an image diagram of what everyone has said. (assuming you have an aftermarket radio, if you have a stock one, we'll have to slightly change this.)

1. connect the RCAs. You might have multiple RCA outs on your radio ... be sure to locate the "low pass" RCA.

2. Run the "remote" wire. The radio should have a blue wire (remote). Connect that to the sub.

3. Ground the amp. You need to attach a thick guaged ground wire from the amp, to a bare metal spot on your car.

4. Run the 12V power line. Be sure to include an inline fuse.



Random tips:
most stores carry an installation kit. These run about $30 and come with:
- long RCA cables
- 4g ground wire
- 4g 12V wire
- inline fuse

Run the ground wire away from the power wire.
Run the power wire away from the RCA's.
Wrap any bare wires in electrical tape.
Connect the battery last and be sure to have your fuse attached