Wrap the wire protruding from the left around the other wire in the opposite direction you wrapped the first one (start it going towards you) this is what you should look like at this point. If the wire is pulled from both ends (don't actually do this as it causes the splice to deform slightly this is just some neat information) the splice will tighten down on itself.
At this point if you want to make a really strong connection you can solder the splice. If you do this be sure to unplug any electrical components near the splice to prevent any excessive heat from bothering the circuitry in them.
The next step is to apply electrical tape or as I did in this case liquid tape. In MHO liquid tape is much better at sealing out the environment. If you use liquid tape be sure to cover the exposed wires completely and fairly thick (use a couple of coats at least) make sure to let it dry completely (This usually takes a few minutes, longer the colder it is). Then you are done. If you soldered anything and unplugged any components make sure you plug them back in. Enjoy and Happy Motoring!!!