The whole point of a fuse is for safety purposes. The fact that your trying to escape using a fuse holder is probably even more dangerous because more than likely, the wire will fall out of whatever you've constructed and short out anyways.
Sad enough to say... but you're probably safer running no fuse and just have a solid uninterrupted cable for now. I would get that fuse holder ASAP though and then tap into that wire and splice it in there. In the mean time, just check the amperage rating on the wire, and amperage rating for max draw on your amp.
If your amp's fusing adds up higher than the wire's maximum amperage rating, then don't bother even hooking up your battery.