Step 1: Gather your materials.
-Some LEDs (I suggest starting with 7, but you can use 14 if you want to!)
-An insulated wire about as long as the Arduino.
At minimum, the wire can be 1 1/2in (or 4cm, for those readers that like the metric system. Go metric!). As proof that it will work, you can insert the wire into the GND pin next to the AREF pin. If the wire can reach Digital I/O pin 0 without much trouble, you're good to go.
Don't worry about the LED's forward voltage, because you'll only be using them in short bursts that won't be enough to fry them. My LEDs were each at around 3FV, or 3 forward volts. This is the common amount for most LEDs. If you do decide to use LEDs with a smaller forward voltage, beware. Also, if you adapt the program sampled here and change the delay speed, you might fry your pretty lights! Be careful! If you DO plan to leave an LED on for a prolonged period of time, a 100ohm resistor connected to it should do the trick.