Do I need a specific type of 4 gauge wire for my monoblock amp?

I purchased a JBL BP1200.1 monoblock amplifier, for the subwoofers in my Cobalt. It did not come with any wiring. There are 3, 40amp fuses on the amplifier. I think that means that the power cable that I hook up to it, needs to have a fuse that is at least 120 amps. I ordered an amp wiring kit online, and it comes with an in-line 80 amp fuse. 

My question is, can I buy and ANL fuse holder to replace the in-line fuse holder on the power cable? And do I use a 120 amp ANL fuse, or a 150 amp ANL fuse?