freedomdowntime, get a power supply first. You'll have more wires than you'll ever use.
gamer715 is right. The lights will have a pass-through so you can power the lights and still power something else (Hard drive or whatever). Just so you know. The plug that goes into your hard drive is called a 4 pin molex.
Here's a good example of the all the wires that'll come with a cathode kit.
<img src="http://pcmods.com/_images/products/Inverter-Kit(320).jpg">