msd box to coil question

The relay is the fuseable link more or less, so you shouldn't need a fuse/link, i wouldn't worry about running a ballast unless you have problems, i'm not going to use one, i'm not sure which wire goes where on the colors from the relay, so get a wireing diagram for one, there is normally 4 wires, a green/orange/red & black, sometimes a yellow.

No, the relay is not the fueable link. The diagraghm you have is not correct, the battery cable should supply power to the relay and starter, the fuseable link wire supplies the cars power from that point on.

Connect the main power for the MSD box dirrectly to the battery cable side of the relay, the box has a built in fuse/relay. The switch wire for the box goes to the old possitive wire for the coil, just make sure you make a short bypass wire to replace the ballast.