Where is your battery located? Under the hood or under the back seat??
If it is under the hood, the best thing to do is find an existing hole, that already has wires coming through, or one that may just be plugged. Whichever the case just run the power wire through the firewall into the cabin. If you have to drill a new hole make sure to use a rubber grommet to protect the wire from the rough edge of the metal. Chances are there is already a hole you can use.
Oh maybe put a little info in your sig: Model, trim level, and any mods. It helps to diagnose problems if we have some basic info.
Hope this helps,
02 Se with a few mods,
Coming Soon 1.9'* OR pushrods and other stuff