I wasn't in the know, I just fiddled and worked it out.
Take the ashtray out, pop the central locking button out, find out which wire in the central locking unit is live, and which is earth.
Slice a little bit of wire off each (but not the whole way through) and attach the LED's, remembering on the LEDs that Blue is live, and clear is earth.
Hide all the wiring, remove back plastic on LED's and attach to underside of footwell.
They will then come on whenever the headlights are on.
You can also add a switch incase you ever want them off, or use the doorlight instead, so they only come on when you open your doors.