The ultimarc harness has them built in.
The resistors are needed! Most LED's wil burn up if you hook them directly to 5 volts, they need much lower voltage.
The value of the resistor will vary based on the supply voltage and the specific LED's you use.
You can get LED's that work with 5 volts or even 12 volts but those have a resistor built in.
The USB port has enough power to run a Zip Drive but I would avoid using the USB port as a source of power. If you put too large of a load on it, you could fry the port. I tapped power from my PC's power supply.
Your best bet is to look at
this circuit on Oscar's site. There are also links to my site and Carsten Carlos' site for more information.