Piece of cake.
There are different types of LED's 5v and 12v AC/DC and just plain DC.
First of all, do you know what voltage they are?
They look like they are 12v DC type LED's
If so, (and even if they are 5v), get one of these:
http://www.newegg.com/Product/Product.aspx?Item=N82E16812196873And also get a sharpie, or fingernail polish, white out, etc, ... just something you can mark on the socket with. Or even a little mark on the exposed end where you plug the daisy chain into.
Plug one end of the extention cable into your power supply, then snip and strip the other end according to what voltage you need.
For 12v, strip the yellow wire and one black, for 5v, strip the red wire and one of the blacks.
Next plug the LED bulb into it's socket and test the bulb to see that it lights up.. If it doesn't, reverse the wires and try again. Take note of which side was positive and which was negative and mark that side..
My son's housings for his LED were white, so a simple dash with the sharpie on the negative side told me which daisy chain wire went where.
Just keep doing that till you have every LED tested and marked, and you should be golden. Then all you need to do is make a POSITIVE daisy chain, and a NEGATIVE daisy chain and connect the ends to the extension cable to plug them all in. NO LED CONTROLLER NEEDED!!!
If you are lucky enough to have AC/DC type LED's, and they light up no matter what polarity you use, then your all set and won't need to test all the others.
EDIT: One more helpful tip.... If you want to power on a power supply without hooking it up to a computer, just get a paperclip and short the GREEN wire on the 20/24 pin connector to one of the black wires... viola... instant power.