If I may make a constructive (hopefully!) comment (or two

) ?
This is all well-intended to augment an already excellent guide.
I'm not sure if I missed it but the real reason for taking a large ground wire from the battery negative is to go to the lamps - you can actually drop just as much voltage in the negative return as you will in the positive supply. So the large ground wire shouldn't (necessarily) go to the relay grounds, but to the lamp grounds.
So you really want that large ground wire, splitting to two and connecting at each lamp connector, same one as where the positives were spliced in.
But you don't need the large gauge wire to the relay coil negatives from your new ground wire, nor large gauge from the original lighting positive wires to the relay coil positives.
The relay coils are only pulling about 140mA each, so you can run
very small gauge wire (18 -20 is MORE than adequate)
That will save a lot of unnecessary bulk and loses no efficiency in the main current circuit to the lamps themselves.
What I would suggest is to splice a single 20ga black wire from your headlight ground wire to one of the relay ground terminals, which will also contain a second wire crimped in same socket looped over to the second relay.
(because using small gauge wire two will easily fit in a single relay terminal)
Same for the relay positives off the Blue/red and blue/white wires - only small gauge wire is required to control the relays.
An alternative suggestion of what you can do there, to avoid cutting & splicing the OEM wire, is to pick up another connector (or simply the terminals for the female side opposite where the wires were cut), pull the original terminals out of the socket and replace with the two new small gauge wires to run to the relays.
To remove the terminals from existing socket you can use this technique
I use a dental pick, but any pointed object will do - even a needle or an opened-up paper clip.
That connector is actually quite easy to find (I can't immediately point to Oz source for you unfortunately) but is this one
http://kojaycat.co.uk/epages/950000457.sf/en_GB/?ObjectPath=/Shops/950000457/Products/"ML-4 Way Black Connector"
http://www.corsa-technic.com/category.php?category_id=78 (first pair)
http://www.easternbeaver.com/Main/Elec__Products/Connectors/110_Connectors/110_connectors.html (third one down)
Link Removed
You only really need a couple of the female terminals - remove the two existing wires/terminals from the connector and feed the new high current wires into the original socket
If you like, you can even fit one extra of the same type of four-way connector here to pick up the input wires for the relay positives. Just plug the original wires into new 4-way female socket and the new small gauge wires from the 2-way male back to the relay positives.
Note that from the 2 original plugs, only ONE needs to feed back to the relays for the coil switching wires.
This is how I would do it
1. Obtain a male/female lamp connector set and three (min) extra female terminals - or buy extra female connector half with terminals (or complete extra set) if only available that way
2. Disconnect the two headlamp connectors
3. Remove the Yellow Terminal/Wire from the Female (main harness side) of the Right Lamp connector using technique shown above, without cutting it! Re-insert that terminal into a NEW female connector, in the same position.
4. In the other Female connector for Left Side, this time remove the Blue/Red, the Blue/White and the Black wires, leaving the Yellow in place. Insulate those three wires/terminals from each other and fold back & tape over original harness (the process can be reversed if you do not cut off the terminals!)
5. Take the NEW Male and install small gauge wires on three terminals, to connect to the Relay Coils (per the diagram).
This new male connector will plug into the Original Right Side Female Connector (now without the Yellow) from step 3.
For the black (ground) wire, connect both that and another short link of wire (crimp both into same terminal) into the first relay terminal, the second one to loop over to the other relay.
These two relay terminals will connect into the 85 slot of both relays.
The Hi & Low wires will connect to relay terminals in the 86 slot of each relay
6. The high current output wires from relays (pin 87 on each) will split 1:2 and be terminated with new Female Terminals and inserted into the appropriate positions in the Female Shells (from steps 3 & 4) corresponding to their mating wires for Hi & Lo on the Original Male connector.
7. New 12ga wire from battery- Fuse the Red supply wire and run this to the Low Beam relay terminal - crimp this wire, along with a 14 ga wire, into a single (10ga) female relay terminal, and insert this into the Low Beam 30 Terminal. Connect female terminal to the short 14ga loop and insert this in 30 on the High Beam Relay socket. (alternatively split the 12 ga to two and feed each split into the two 30 terminals)
8. Take new 12ga wire from battery - split this to two ahead of the headlamp 4 -way connectors and install female terminals and insert into the remaining open slot on the female connector shells (which hopefully should be opposite the headlamp harness ground when mated

)
9. Plug in the headlamp connectors and test.
Next, these 1:2 splices are excellent devices -
http://www.calcentron.com/Pages/elektralink/elektralink_sealed_multiple_in-line_butt_connectors.php
Three-in-one device - crimps, and seals & restraint with adhesive heat-shrink sleeve.
Do a search on 'Elektralink' to find them from an electrical supplier.
I get them in US at Waytekwire -
http://www.waytekwire.com/item/32990/MULTIPLE-SEALED-WIRE-CONNECTOR/
You can probably get away with not having to make the 1:2 splice on the red wire from fuse to the relay common - if you get 10ga terminals for the relay socket, you can fit your red 12ga from battery, plus a 14ga into one single terminal for one relay, then loop that 14ga over to the other relay. (since it's only a couple of inches you are not losing anything here with the smaller gauge to the second relay - even 16 would probably be fine)
Lastly (I think!) for relay selection, ideally pick a resistor or diode suppressed relay - when relays turn off, they generate several hundred volt spike and the suppression component quashes that.
While not directly connected to your ECM, that spike (even though quite short in duration) will ride through the ground circuit. So cheap insurance just to spend few pennies extra for a suppressed relay any time you add relays to your motorcycle.
Again, there is absolutely nothing wrong with any of the process that HansO has photo-doc'd so excellently.
Just some suggestions for some alternatives.
Post Script: If you would like to add a manual on/off switch simply route the wire to the coil negatives via a SPST switch - then both Hi & Lo lights will be controlled regardless of in which position the hi/low switch is set.
I will also publish a mod separately adding one more relay which will give an automated 'headlight off until started' mod - no switch required; keeps lights off at ignition-on until after is started, when they will come on automatically.