Yoh,
So I wanted to make some back lighting for my case as cheap as possible :)
What you need:
1) 4 LEDs (order more in case you break some or want to make little
LED throwies)
I ordered
5mm 15 Degree super bright blue. I initially intended to replace the LEDs in my fans then decided to do this little project.. You can get LEDs that have a wider angle so you don't get a spot light effect.
2)
2.4mm Heat shrink of your desired colour. I only ordered a meter and still got lots left!
3) Old molex connection, preferably wired :) I butchered a molex to sata power converter.
4) And something to pop the wires out the molex connector. I have a little tool, but you can use tweezers or anything small to bend the little catches in.
5) Possibly extra wiring but you can use the cut off from the above to inter connect the LEDs.
6) I was lazy and didn't solder my joints, but you can, and just make sure that you use some some form of heat-sink near the LED to conduct heat away from it.. A crocodile clip works like a charm. If you need help soldering, follow this easy guide.
LINKY
7) Pliers and wire cutters of course.
8) Hair dryer for the heat shrink.
Now this is my little wiring diagram that I drew up:

LEDs have two legs, one long and the other short. The longer is the anode(+) and the shorter the cathode (-).
Now each LED uses about 2-4v depending on it's strength. The ones I ordered are supposed to use close on 4v, but I wanted 4 LEDs instead of 3 ultra supper bright ones.. So that is why I used 4 and connected them to the 12v of the PSU.
If you wish to only use 3LEDs or say one breaks, and you need to complete the circuit, you will need to use a resistor depending on what voltage LEDs you use.
To calculate resistance we take 12v - (3LEDS x 3v each)=3v left over.
Each LED uses 20mA which = 0.02A
Plug that into the R=V/I and you get 150ohm
This is a nice guide for explaining the above:
LINKY
So essentially just use your tool to remove the unwanted wires from the molex connector and cut the extra off. If you are like me and use one that splits at the base, cut the split as close as possible to the wire so that the heat shrink will go over it.
Next measure out your heat shrink to the required lengths. What I found to make the job easier was to use two pieces of shrink per LED connection. So measure 1 piece to the wire length then heat it and shrink onto wire using your hair dryer, then slip another piece over and connect/solder your LEDs then slide that piece over the connection and shrink it.
Repeat till you've connected all your LEDs and well
This is what I ended up with..
Just plonked it there next to my mobo for now.. It will get a better spot when I get my new case.