Dunk,
I tried to PM you with a phone number,but you`re not a sponsor so I can`t.
Not sure what bike you have but what you say sounds about right. Allowing for the constraints of the written word,I`ll try and talk you through it...
From the ignition switch you have found a wire going to the fusebox.This is most likely a switched live,so when you switch on 12v positive goes through the switch,along that wire and to the fuse/fusebox.You can chck this with a voltmeter set to DC Volts or even a 12v bulb with 2 wires on it. Put one bulb wire ( or meter probe )to a good earth,ie bare metal such as a bolt,or battery negative post. Put the other bulb wire ( or meter probe ) to the wire connected to the fuse/fusebox. Ignition on will give 12v or thereabouts on the meter,or light the bulb.Ignition off will extinguish this. Follow so far ?
To fit a fuse,go to a car spares place ( Halfords,Motor World,etc ) and get an inline fuse holder with a 5 amp fuse. I`ll have to check my rating,but I`m sure 5amp is enough.
Also,as you don`t sound up to splicing and soldering ( no offence) get a Scotchblock connector. This is a blue clamp on connector which wraps around the main 'Through' wire,and has a clamping part to join an additional wire,if you follow.
The 'through wire' in your case is the switched live,and the additional wire is one end of the inline fuseholder,yeah ?
The other end of the inline fuseholder will connect to your 'little box thingy' which I imagine is your hot grip control switch.
Hopefully this gives a clear image of an ignition switch controlled 12v feed through an inline fuse to your hotgrip controller.
As for where to fit the controller,mine is on the right side of the bars,between the clamp and the brace.
Pity you`re not local,I`d have done the job for you.
Hope this helps.