A picture of the goodies you need. Costs about ten dollars.

This is what I mean by stranded wire. It has a number of strands of wire inside the rubber jacket. This works the best because the connector (a screw) holds onto it tightly.

See the little screw? that screw jams into the center of the wire and positively connects with the little wire strands inside. The CDI box has the same kind of connector. Keep in mind this is ONLY for P-series bikes, I can't guarantee it is this way for anything else.

Prepare the connectors with the rubber bits. put the larger bit on the end of the cap. This will seal out all the road dirt. Put the smaller one on the wire. Pull it back a bit so you can prep the spark plug wire. Make a straight cut across the wire end so that the wire will seat properly.

Now twist the prepared wire onto the screw until it feels tight. Give it a tug to make sure it wont pull off and slide the small boot down over the wire and onto the plug cap.

When you go to buy a plug cap, they may ask you what kind. You need a 90 degree NGK style cap. Typically the cap will plug onto the little threads under the connector. It's up to you what kind to buy, both work just as well, so get whatever's in stock. You may need a pair of pliers to get the silly connector off of the plug.

The final step is to get the old wire off your CDI box, a black box right near the rear shock. Pull the old one off the plug and unhook it from the shrouding. Next, pull back the boot and unscrew the wire. After preparing the new wire, slip the boot over the new wire and screw it into the CDI box. Hook the new wire back into the shroud and slip the cap onto the plug.