Not hard at all. Cut off the cig plug, attach to power and ground. Almost all cig plug lights have a fuse in the plug, not inline, if that is the case with your light you might want to add an inline fuse.
Keep in mind that if you cut the plug off, you void the warranty. What some people do is hardwire a female cigarette plug with the light connected into it.
I believe I saw a "hardwire kit" for $20 - 30 somewhere which was basically a female on a wire.
If you go to RadioShack you can buy a two-to-one adapter for $6 and by cutting off the male plug you will have two of them for a lot less money.
Is this voiding warranty if one cuts off the plug specific to 911EP as I'm sure I've read on here several times that cutting the plug off does not void the warranty. I don't believe professional installers leave the plugs on when installing in vehicles.
I'm pretty sure that Dan is right about it being a 911ep policy. I have never not cut off a cig. plug. I prefer to use hardwired versions, but a lot of distributors I buy from seem to only stock cig. plug versions of the NON-911ep lights that I prefer. Not a fan of 911ep.