I'm guessing that you got a big stereo and your lights are dimming when the base hits. That cap will help some though I usually recommend a better battery or a second one before a cap. If this doesn't work go get an Optima Yellow top, Shuriken, or another high end battery as that will fix the issue.
With that being said installing a cap is not as simple as hooking up the wires. You will need to charge it first. You'll want a resistor, some caps come with them in the box, to use for charging it. I heard a 12v light will work as one, haven't tried it so I'm not sure. I always used a 500 ohm for caps. Attach one side of the resistor to the positive of the cap and the other side of the resistor to the positive of the battery. Attach the negative side to a good ground on the car. Once the display reads 12v the cap is charged.
Set the cap aside, make sure the posts do not touch ANYTHING. Disconnect the negative wire of the car battery. Install the cap as close to the amp(s) as possible. When installing the cap again do not make contact with the posts of the cap in anything. I always install the negative wire first. Then the positive from the amp and finally the positive to the battery. If your cap has a wire to turn it on then you use the remote wire that turns your amp on. Finally reconnect the negative wire to the battery.