Step 1: Cut off those cursed Molex connectors!
Needle nose pliers
Electical tape / heat shrink
One LED of the desired color (and a 1/4 ohm resistor if you feel the need)
This took me around an hour to complete, a bit longer to document and mess with minor hiccups i encountered.
Well, for the most part if your working with an ATX power supply, it has a 20 pin motherboard connector on it, cut all of your wires about 1 foot long, the brown, gray, and purple wires arent necessary,and can be cut shorter, but do NOT cut the green wire, that will go to our switch.