You will be safe with the 100 amp fuse for the alternator. Always carry a spare fuse since not everyone carries them. The power interrupt kit is a nice accessory if you want a switch to control the winch. What I use is a marine dual battery switch like this: http://www.basspro.com/servlet/catal...=SearchResults
You can get them just about anywhere that sells marine stuff like a bass pro outlet or any marine store. You could also go even cheaper and get: http://www.batterymart.com/battery.mv?p=ACC-41860
but again, these are not overload devices, they are just battery cut outs. For the marine one, I have the battery on one leg, the winch on the other. That way, when I am not wheeling, I just have the battery connected and the truck runs. When I wheel, I put it to 1+2 and now the battery and winch are both connected. When I turn it off, the battery, winch are both completely isolated from the vehicle.
The relay that you show is just that--an electronic way to switch the winch on and off. It is slick, just expensive. They have nothing to do with a fuse. IMHO, you need to have either a switch or a fuse in case you every short the power cable to the winch. 100A is not big enough for the winch--I am not sure any fuse is, but I would have to use something like a 300 A or more.