hi, I'm currently in the middle of this conversion myself. Although into a mk5. Ive realised that although it is a straight forward conversion, there is so much more involved than i first thought.
firstly you won't be using your mk4 fuse box, you will be using the puma fuse box and the entire loom that comes with it. Have a look at what type of plug you have inside your mk4 fuse box to connect to the interior loom? I think there will just be one big one on yours? mine had a green plug and a white plug. Anyway you will need a puma loom that also has the same plug as your fiesta. I believe this will be from a very early puma.
key and chip? You will need the key that originally came from the same puma as the ecu you will be using. the chip in your fiesta key will not work!
fog lights? Pumas don't have front fog lights so you will need to chop the fog light part out of your fiesta loom and put it back in again with the puma loom, then fit a relay in the fuse box to make it work.
if you need any more help i will try and help out if i can.