Step 1: Get the Stuff.
-USB cable, from piece-of-crap old mouse or somesuch.
-LEDs; orange, I should think.
Now carve that B up, yo!
Step 2: Electricals.
In the case of most ordinary red or orange LEDs, that will be ~2 volts, and no more than 20mA.
those crazy newfangled blue and white LEDs will take 3 volts.
Your USB port can supply up to 5 volts at 500mA, so you're gonna need a resistor.
I used 2 orange LEDs in series. That means I am drawing 4 volts total with 20mA of current. Using ohms law (or one of those handy internet calculators.)
5v - 4v = 1v.
1v / 20ma = 50ohms
So that's what I used.
USB power comes over the black(-) and red(+) wires in the cable. the other two are data lines. Just cut them off.