Yes, it’s actually good to be scared when getting into the “fuse box” because those clamps have to go on the mains (the main electrical cables coming into your house and into the fuse box before the circuit breaker). These wires are live and cannot be shut off except by the electrical company. Those wire are very dangerous if you touch them wrong. Depending on how your mains go into your fuse box will determine how easy it is to put those clamps in place. I personally hired an electrician to put mine in. It only took him a few minutes to do it but it was worth it for me to pay him to do it.
Check this Youtube video at 3:49 mark to see one of these installed:
