There should be a fuse within a foot of the battery, on that power lead. Most manufacturers have a built in fuse in their amps, just in case the amp goes into "OH SHYT" mode, its there to protect the amp a little. Rockford amps do not have this fuse built in, so you have to add one within 6" of the amp... the fuse they provide will be sufficent amperage... if you want to upgrade to a better fuse (Maxi, AGU) you can, just keep the amperage the same.
The S200... whats the power output for this amp? 50 x 2 RMS? Do you have 10 or 8 gauge power cable run? Do you know? If you dont know, a quick look at the cable can tell... the gague is normally listed on the wire. What Rockford amp will you be upgrading to? If its signifigantly larger (power output wise) than the lightning audio, you'll need to upgrade the power and ground leads most likely, Rockford amps tend to be power hungry.