Solder the Resistor on its place. It doesn't matter which direction it goes in. The size of the resistor depends on how much current you are going to sink. For example if you are going to be using one LED on each port a 1.5k ohms resistor should be fine since a LED is made for about 30mA current. If you plan on using the chip on its max rating (120mA on each port) you should be using a 320 Ohms resistor.
This table can help you calculate which resistor fits your project which is also found in the datasheet found here
http://focus.ti.com/lit/ds/symlink/tlc5940.pdf