Jim,
If you only power your brake controller from the outlet, you will need install a fuse that is rated for the controller. Otherwise I would install a 25 amp fuse so that you can power numerous other items from the outlet if the need arises. The 5 amp fuse that you pull is powering relays in the BCM that are fused elsewhere on their power lead, so the 5 amp fuse is really controlling a lot more than 5 amps.
The power outlet will have two wires, a power wire that is 12V positive, and a ground wire that is 12V negative. The fuse goes in the power (12V positive) wire and it should be fused as close to its source as possible incase the hot wire develops a short to ground between the source and the outlet.
Gerald