First, find a USB keyboard you want to modify. It helps if it has translucent keys, as the effect looks cooler. Next, identify which pins on the board are +5v and ground. It being a USB keyboard is important, as USB can provide enough current to drive the LEDs. Then, strategically place a few LEDs around the keyboard. It'll probably have to be below the membrane, so you'll have to drill hole in any plastic behind that. Free-form soldering can be used to solder resistors in series with the LEDs.
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http://www.instructables.com/id/Illuminated-Keyboard-Hack/