Um.. I tried that once.. broke my keyboard.. I undid all the screws in the back.. and then I thought "okay, safe to open her up".. so I tried.. and I tried.. and I broke it.. seems like I didn't remove all of the screws.. there were two.. one was in between the 5 and 8 on the # pad, and one somewhere around the "G".. can't remember exactly.. so be careful if you're opening up your keyboard.. I wouldn't worry too much about LED's though.. usually, they all run off of similar enough voltages.. somewhere between 2 and 4/5 I think.. as long as you have a 100 ohm resister.. you should be okay.. just look for the really small flat ones.. those were the kind in my keyboard.. good luck.. post again if you do it good..
LED's won't pull too much current either.. so don't worry about it shorting out your keyboard.. the worst that can happen is that LED's burn out.. so you just have to throw on a bigger resister in that case..