OK I need some help from someone that knows a bit about electrical things. I want to setup a full color LED on my media centre using the LEDSdriver software. I already set it up using the power LED to tell me when it is recording one or two things.

I tried to buy the parts myself from Jaycar and test it out using a 9 volt battery as per a suggestion from the software writer however that resulted in one dead LED (and the arid smell of burnt things)

This is the page with the instructions

http://www.degroeneknop.nl/forum/index.php/topic,4809.0.html

Now I purchased from Jaycar the following
LED 5mm RGB LED (Red/Green/Blue) STOCK-CODE:ZD0270 which is now dead
22Kohm 1/2 Watt 1% Metal Film Resistors – Pk.8    STOCK-CODE:RR0604
18Kohm 1 Watt 5% Carbon Film Resistor - Pk. 2 STOCK-CODE:RR2804

My understanding was that I would be safe applying voltage from the 9 volt battery directly to the LED but that was obviously wrong at least with the LED I purchased.

So what I need is some help on where I could get a full color LED from or as a fall back 3 colour like the one above that is correct for the application.
Also I am not really sure if the resisters I purchased are correct as the instructions are a little vague at least for someone like me.

I am quite comfortable soldering and have already sorted out a plug and wiring to fit the internal com port header on the media centre mother board but I am stuck on what to buy and where from.

Hoping someone here can help.