Here is what I did: I just took a diode (a fairly hefty diode) and I soldered it in between the pins of that neat little circular power jack that Farhan sent with the module. Be sure to solder it in so that it does NOT conduct if you have connected the power correctly. The arrow should be pointing to positive terminal. Then put a fuse (3 amp or even a 2 amp) in the line from the connector to the power supply or battery. If you don't have a holder you can try just soldering the fuse into the line.
With these two little parts, you can save yourself a lot of grief: If (WHEN!) you connect red to black and black to red, that diode will conduct like crazy and will blow the fuse. You'll just have to replace the fuse (and not the module).