Don't use the cheap wire crimpers that come with most automotive crimp sets, they are basically a pair of thin pliers and most people think they are useless and create inferior crimps. Many pro electronic shops sell pro crimping tools for $150-$200, but I found a really good set at pep-boys for $30. I was really amazed to find them at this price and thought they must be cheap knock-offs, but they are really good quality and work perfectly!
It really does make a difference! It is a ratcheting crimper that has adjustable tension setting and creates an interlocking dual crimp like you will see on most stock automotive wire crimps.

As an example, Here's a pair on Amazon for $25, they have ton's a different brands. (I don't know/endorse these vendors)
http://www.amazon.com/0380PT-22-10-R.../dp/B001QRW20W

Here's a page that has info about headlight relay install Using these crimpers. it's an MGB page, but has the headlight relay info and shows the difference between the two types of crimpers. Scroll down the page to "using Headlight relays for photos of the crimps.... http://www.cibolas7.net/30105.html

Sorry this is long, but I always wondered what everyone meant by "ratcheting crimpers" in all the car forums, so I thought I would explain it fully now that I know.