Slide a small piece of heat shrink tubing onto the red wire, then strip the end and solder to the corner pin on the socket as shown.
Slide the heat shrink over the joint and shrink with a heat gun.
Repeat with the black alligator clip at the other corner pin.
It doesn't really matter what color goes where, but for clarity and consistency you may want to do like we do.
Tin all the rest of the pins and prep the alligator clips by stripping and tinning the ends of the wires and sliding on small pieces of heat shrink tubing.
Solder on the wires and shrink the heat shrink. Double check the wires are all insulated and connected securely, then cinch them together with a zip tie.
These photos better illustrate which color wire is attached to each pin.
Attach the alligator clips to GEMMA as shown:
Black wire -> GND
Red wire -> 3Vo
Blue wire -> A1/D2 (SCL/SCK)
White wire -> D0 (SDA/MOSI)
Green wire -> D1 (MISO)
Then connect the cable squid to the USBtinyISP. The plug will only fit in one direction.