You can do one of two things.
When you are inside the car, way up inside the steering column is a small hole. Well, it fit my 4 gage wire, so its not all that small. But up there you can push it through. The hole comes right out where i_rebel pointed out.
One other place I have seen (I used this on my old G20) is right above the accelerator pedal. Some people dont like to drill into their firewalls, but it doesnt bother me. I just took the drill, went right above the pedal, moved left about 2". I held my breath and slammed it through. That was a really good spot, but I feel that the hole thats already there is a tiny bit safer. =]