LED lights are fantastic gadgetry. Unfortunately, for those not well versed in the laws of physics and electronic circuit theory, it can be slightly complicated to implement them in the real world. All LEDs should have a resistor in series in order to limit the current, otherwise they may explode. For a resistor placed in series, only one resistor is needed, as opposed to in parallel, where each LED needs its own. LEDs in series are where each LED is connected directly to the next: ...--o--o--o--... LEDs in parallel are similar to a ladder, with an LED on each rung and the connecting wood the wires.
The formula below is for determining the resistor needed for a number of LEDs in series.

R = resistance required, in ohms
V = voltage supplied by the battery in volts
V(led) = forward voltage required by each LED in volts, usually found on the packaging
n = number of LEDs
I = maximum current rating in Amps, also found on the packaging

R = (V - n*V(led)) / I

For example:
I want 3 white LEDs to light up, each with a forward voltage of 3.6 Volts and a maximum current rating of 25 milliamps. The equation would thus be:
R = (12V - 3*3.6V) / .025 A = 48 ohms.
A resistor larger than 48 ohms is required to keep the current at a level that won't blow up the LED.

Of course, if a negative number is obtained, you need to supply a larger voltage.