Thanks for the help.
I went out to the garage and attempted to install it. No matter how tight I tightened it, it still pops off very easily. Not to mention that the "tighter" you make the screw the further away from the actual terminal it gets. I can't imagine that's going to help things any.
The whole idea is just gay. I think I can say that in this forum and I can't think of anyway else to say it.
I went down to the local parts store and managed to find an actual coil wire that I will use until I have a chance to order a boot for the wire I got with the kit.
Again, thanks for the help. My next step was to call MSD about it, but that's would have just ended with me whining more about it and telling the techie what a horrible idea it was like that poor bastard had anything to do with it.