Okay uh...
1. It just pops out. It's not connected with a ribbon cable or anything
2. Uh no clue, I've never used red before.
3. Well if you're doing it without the switch, then you just have to solder 2 leds into parallel, and then onto a speaker or speaker pads. So let's see... Solder two wires to each led, solder the negatives together and the positives together, solder the a resistor on, solder another piece of wire to the opposite side of the resistor, solder the positive and negative to the speaker. So like, 10 joints.
Excellent site:
phenoptix.co.ukThey ship worldwide too, but it's even better that you're in the UK
As for doing the mod with a wifi switch, it requires a bit more soldering, but it's quite a bit more complicated. You need to solder 6 wires, 1 led -, 1 to led +, 2 to speakers, 1 to wifi switch, and 1 to 5v point.