OK, I think I have it figured it out. Here's the deal:
The Custom Chrome Fat Boy headlight I bought (new) has 5 wires:
1. A yellow
2. A white
3. A thick black wire
4. A thin black wire
5. A yellow wire with spade connector (for aux lights)
I was confused about the 2 black wires. I opened up the headlight bucket to see what they were for. The thin black wire is grounded to the inside of the bucket and then exits the bucket with the rest of the wires.
The thin and thick black wires both go into the same place on the connector inside the bucket, so I'm assuming they are both grounding wires. I'm guessing that I need to ground the thin black wire to the frame, and the thick black wire will go into the grounding place on the frame amp multilock connector. Does this sound like a good plan?
In other words, is it okay to have an electrical component grounded twice, once internally via wiring to main harness, and once to the frame?
I don't want to hook these up wrong and fry something in the process. See the pics at my flickr:
http://www.flickr.com/photos/24499997@N08/
They are under the fat boy headlight set.