I'm trying to hook up a power wire for an amp, and I can't get a secure fit between connector and the battery post, due to the plastic coating on the batery post. There's a possibility that I'm just going about this all wrong... Any suggestions?

solder it into the positive cable. if you realy want to do it that way push the bolt out and pull the plastic cover off.

Or you could replace your terminal connector with something like this
http://images.cardomain.com/products/str/STRBTSMS_1.jpg
It doesn't have to be brass but you get the idea. The nut on the back side unscrews without loosening the cable so that you can can attach wires with the ring connectors right to the terminal.