moesterman,
If you go to the PDM install and look at post #5 again,
http://www.bigdogbiker.com/forums/how/30621-2005-pdm-install.html on the lower picture, you should see a bunch of wires. Mainly red but there is two black wires there, both with yellow eyelets on them and if I recall they all had small eyelets. You see where they are going to the red insulated block. That is a terminal block on the load side of the 40 amp fuse.
One of the black wire goes back to the 2 amp fuse for the constant power (not used on mine for it is used on with the medalion Odometer) you should be able to trace it by hand or eye. The other (if not mistaken goes back to the HCI positive. Now if you look on the schematic it shows that wire as red, however I am pretty sure that it is a red wire with black heat shrink over it. Look at the picture real close and in mine you will see the red between the black heat shrink and the yellow terminal. The white wire that is in the picture to the terminal block (if not mistaken i s going back to horn relay FYI.
I would verify everything with the battery disconnected, but as you can see in the picture could be easy to get the ones coming off the HCI switched, especially if they are both black ( or appear to be).
On the one for the VR, I assume you are talking about the extra loose wire. In my case I did not use that for my VR has a very good ground. That is there to insure a good ground on the VR mount to the frame. The VR is grounded at the mount but sometimes it is not the best especially since there may be paint or something. Double check that, but if it the extra wire, should only be to provide a postive ground from the VR mounting stud to frame (if needed). The wires from the VR for regulation should be going to a JST connector which plugs into the Main Harness.
Un hook the battery and go back and check all those wires, then check them again, may be that you did get the HCI feed on wrong connection and if so, good chance when you hit the kety switch and sent poiwer, that is where you got the hard short. If so, hopefully nothing burn up on the HCI and just mater of correcting and fixing the wire to the key switch.
Do you have some that is pretty good with electrical that can possibly help you?
If not just and I know that I said this already, double/triple/quadripple check all the connectors and makes sure something is not landed wrong. If in doubt, get picture and post them and set back and someone will try to help.
Good luck