You power amps by buying a wiring kit suitable to the amp that you are running. These kits basically have a live that connects to the battery live terminal and a ground that connects to a grounding point on the chassis of the mini.
The power of the amp dictates what sort of wiring kit you will need, but I have always been told that you buy wiring kits to match the fuses that are in the back of the amp. I.E. if the amp has 2x10 fuses in the back of it, then a wiring kit with an inline fuse of 20 would be sufficient.
A quick query to the company where you bought the amp from would point you in the direction of which wiring kit to buy.
The boaring bit... Most decent amps will be fused locally as Mini_Blake describes so the fuse so the fuse in the amp lead is not there so much to protect the amp but more to protect the lead.
Make sure the fuse is placed as close to the battery as possible. That way if the wire gets a short down the line (something wearing on it or sharp metalwork cutting it) you will be safe if not it could be a very unhappy result flames and more!
I once had a company car that had an aftermarket alarm system profesionally bodged, that did just that and ended up burning the carpet
With the size of amp leads the result could be a whole lot worse!