First price off the switch rocker. You'll see a flat plate in the middle which is the positive connection, and other tab at right angles up the side of the switch. I found it handy to connect up a couple of test wires like this, so I could check the polarity through the soldering process (LEDs only work one way round).

All you need to do is solder the correct leg of each LED to the right bit of the switch, and job done. You bend the legs roughly into the right shape before soldering, and the fine tune the LED position afterwards.

It takes a while for the metal parts of the switch to get hot enough for the solder to melt, and only a short while longer for the plastic switch body to melt! So you have to be very quick otherwise the whole switch will soften and distort, in which case it's useless. But assuming you solder in time, this is the end result. (You can also see where I've caught the switch body with the soldering iron...


Or, if this seems like too much work, you could either get a life, or look out for some XM switches which I believe are illuminated on the high spec version.