If you decide to do it, you'll need an old USB cable aswell. You can use a printer cable, a cable from an old mouse or keyboard, whatever.
Cut the sleeving and you'll see 4 wires, RED, BLACK, GREEN, and WHITE, and then a bare wire that is a ground.
Cut off the GREEN and WHITE wires, and tape them so they don't short with the ground. Cut the bare wire (ground) off aswell.
Splice the RED and BLACK wires. RED is a 5v line, and BLACK is a 0v line (negative/ground type deal).
Then, go to Radio Shack or an electronics store, and get some ultra blue LED's (I think that's what they're called). They'll probally be somewhere along the lines of 2.5v, or 3v. So, ask the Radio Shack guy what size resister you'll need for a 5v line. A resister cuts power, so you'll be actually giving the light 2.5v or 3v, but the line is 5v.
Then, just solder the RED wire to the positive termal of the LED (if you look at the LED, I believe it is the skinny piece of metal) and the BLACK to the negative terminal (the wide piece of metal). I'm not toally sure which terminal is which, so rig up a small battery to test it first.
Make sure you get some small shrinkwrap while you're there. Put the shrink wrap on the wires before you connect them. Solder, and apply heat to seal the connection.