The cable you have on the link will be ok.
Like you say on the these they don't have a fuse, I would not bother with one either.
What causes the battery light to glow : high resistance
This can be: loose/ bad connection on the feed wether it be corroded connection say onto the alternator or where it picks it's feed up, some pick up from the starter( I can't just remember on the cossies) if it does make sure it's clean/ tight, or if it's on to the batt check it there.
The easiest way to check, just try another temp main feed direct from pos on batt straight to the main feed on your alternator ( use a jump lead) then if the glow does go off you have got a bad connection/ dirty connection.
The chances are if yours picks up from the starter that's the most likely place it will be.
What you have is the big main feed to the starter from the battery, then on the same bolt you will have the feed to the alternator, take them off and clean them up.
If none of this works and all it can be then is the alternator itself.
Also I know yours is charging but it doesn't take much of a poor connection to make the batt glow ( high resistance ).
If you get no joy and can't get it to stop glowing I will tell you what you can do to make sure it's the alternator, but make sure you try the main feed to it first.
Hope this helps and you haven't lost the will to live reading all this... Craig