Gentlemen (and ladies), the fog is lifting. There appear to be two different models of basically the same alarm system. One of which has a battery backup (the PP9) and one of which does not. I, by chance, got the one with the battery back-up, which is advertised as having "Wire-cut Technology". My understanding of this is that the PP9 is there as continued protection if some smart-arse disconnects the bike battery, then tries to steal your pride and joy, because in these circumstances the alarm will STILL sound running from the little back-up battery.
So I've just had a play and mine will work quite adequately from the PP9 with the red wire connected to the switched +12v from the bike (i.e. with no voltage on it when the bike is switched off). If I connect the red wire to the un-switched +12v and disconnect the PP9 it works just as well, but is CONSIDERABLY louder! So much so that it actually physically hurts your ears when you are sitting next the bike making connections!
If I reconnect the PP9 it still works LOUD!!
So we are now clear?
1) Connect the Black wire to ground
2) Connect the Red wire to the bike battery (or a convenient connection point for unswitched +12v). The screamer will sound a couple of times...don't get scared it's supposed to do that.
3) If you have a PP9 in your kit then connect this to the battery connector coming from the little black box, if you don't have either a PP9 or a little black battery connector, then ignore this comment.
4) Studiously ignore ALL the other wires, just make sure that none of them can touch the metalwork of the bike.
5) Set up the sensitivity of the kit and Bobs your uncle!