For @ShortCircuit
Example on how I'd wire up leds to the arduino. Blue goes to pin 2, green and orange to digital out pins. The logic gates in this circuit just represent your programme logic for illustration only.
Make sure there is a resistor between the switch and the arduino to divert current away from the chip itself.
Drive the LEDs using transistors, don't sink/source current through your arduino. 100mA Transistors are a few cents each, arduino is much more expensive to replace.
Programming:
http://arduino.cc/en/Tutorial/DigitalReadSerial
http://arduino.cc/en/Tutorial/Blink