They make a harness!!!
That's their base one, I think they just call it a TT. Go to any HKS dealer and ask for a harness for a Japanese, or European STi WRX, I think any version should work, but try to get at least a Ver 4. It will snap right in, I know this for a fact, I have an HKS Type 1 in my car, and a STI Ver 4 IIRC.
Also, you can snip a wire from the factory alarm, so you can arm it while the car is running. The only bad thing is you'll have to turn the dome light OFF, or hook up a new relay for it.