didn't they send you instructions to hook it up? they should have. I don't know what you got, but it is probably a 3 or 4 terminal device. if its 3, there will be a +6V input, a +12V output and a common ground. if it is a 4 terminal device, then there should be +6V and -6V (gnd) input connections and +12V and -12V (gnd) output connections.
you put this in-line with your radio. connect the +6V input to your fuse box, battery, or other powered source, and the +12V output to the radio. Ground the remaining wire(s).
i probably confused you more...