as white top stated there is more than one tut on this in that section for wiring examples.
as for the resistor, google led resistor calculator. it will ask how many leds, what the leds' voltage is and what the supply voltage is.
supply for the psp could be 3.5 or 5v depending on what point you use. voltage for the leds should be on the pacakging and can range by color or manufacturer.