I jsut installed leds into my fans and that was a pain in the arse...what you would need to do is first buy uv leds..I bought 5mm so those should work fine for you..you need to find out what voltage the leds are so you can decide on if you need a resistor like I did...I drilled out holes in the corner of my fans and then stuck the leds in there and secured them with hot glue...Then you need to conenct all the long ends of the leds with the red fan wire(I used old fan wires) which are the positive ends and then connect all the short leds connecters with black wire...here is a pic of how the circuit works...
http://tutorial.lsdiodes.com
Then you need to connect the closet led to the power wires that will be running from the fan...I will take some pictures for you because those will help explain a lot more.