Slide the 20mm (3mm dia) length of heat shrink over the connection you have just made. Shrink the heat shrink using a heat gun or other heat source such as a match, carefully move in with the heat to shrink the heat shrink whilst not melting anything else. Finally slide the 30 mm length (6mm diameter) of heat shrink tube from the electrical wire over the shorter heat shrink, make sure each end over lap the heat shrink underneath by 5mm, then shrink with heat. It should now look like the picture.

Depending on the thickness of the twin core electrical wire, you may be able to get away with using just the 3mm diameter heat shrink tubing, but it should then be 30mm in length to make sure the connections are adequately covered.