Step 8:

Strip 3mm off one end of both the yellow and purple wires.  
Solder the yellow wire to the hole labelled "In" and the purple
wire to the hole labelled "Out"

Step 9:

Cut the black wire in half.  Then strip 3mm off one end of each
half.  Solder one half of the black wire to one of the holes
labelled "Jack" and the other half to the other hole labelled
"Jack".

Continue to the Wiring portion of the
instructions.