Soldering isn't difficult to learn, it just takes a little practice. Crimp style connectors soldered on provide a much stronger and better electrical connection than crimping only would provide. Soldering directly to the relay saves enough space to allow the smaller case. A medium (15-30W) sized iron seems to work best for me, the total cost from Radio Shack for a 30W Iron (64-2066) and solder (64-002) is less than $10.
If you don't have anyone to show you how, check out "Getting Started in Electronics" RS P/N 62-5003, Page 98. Practice with scrap wire, and once you feel confident proceed with the project. I've set up the order of installation from easiest to most intricate soldering.
If you're still determined to try crimping, good luck.