Attaching 4mm bullet connectors.

ESC connection -- Battery is opposite.

Here's how the bullet connector cover attaches.  Note the hot wire cover is slightly smaller.  When attaching, put the cover onto the wire, solder the bullet connectors, and slide the cover over the connectors.  If you're doing a battery, do one wire at a time in order to reduce the chance of shorting out the wires.  If the cover has a tight fit, try warming it up a bit with a hair dryer or (carefully) with a heat gun.  You can attach a spare connector of the opposite gender to give you something to press against.

Note that the polarity is different depending on whether the connectors are attached to a power source (e.g. battery) or to something that is using the power (e.g. ESC).

Battery:

• hot (+) wire: female
• neutral (-) wire: male

ESC:

• hot (+) wire: male
• neutral (-) wire: female