Wire Harness Connection

Hey I just got a Alpine CDA-9811 for my '94 Integra coupe and I am a little confunsed on the wire harness connections. I bought a wire harness and there seems to be an even match on the colors for wires but like on my wire harness there is a Orange and orange/black wire which says on there Illumination/dash light and like on the Alpine wire harness there is no orange connector. Where do I connect this to?

Also the aftermarket wire harness shows a black wire for ground lead but yet the one issued by Alpine has one already but this one has a sheet metal screw on it. Do I just leave the black wire on the aftermarket alone and just use the one from Alpine to connect? Or do I somehow connect them both and how?

Also what is the best way of connecting the aftermarket wire harness wires to the wires of the Alpine wire harness? I heard on a site that you can strip both wires and then twist them both together and wrap them in electrical tape. Is this a good way or what do you guys use and how do you connect them?

Sorry if this is long and maybe confusing but this is my first time with car audio stuff and any help is appreciated!

Thanks!

1st you dont have to hook up the orange wires...

2nd with the ground you can either screw the screw into the chasis or take it off and just hook up the two black wires...

3rd you can use electrical tape but after a long while theyll come loose... i suggest using that shrink wrap stuff, you put it on one wire then twist em together pull the wrap over the connection and heat it up in my opinion thats the best way to do it...