you can put them onto your speakers, (i haven't got the time to do a diagram, so i'll try and explain). what you want is a small bridge rectifier & a linear pot resistor (50K should be OK). you'll have to take a cable from the speaker into the rotary leg of the lin-pot, take a wire from one side of the lin-pot to the bridge-rectifier AC-in. take another wire from the other speaker tag and have this going into the other AC-in on the rectifier. you should now be left with a '+' & '-' on the rectifier, take these to the LED(s). fully turn the lin-pot to maximum resistance, turn the speakers to as loud as you would typically play, reduce the lin-pot very slowly until the LED(s) flash.
There are other items which can be added to the circuit to stop the LED's from blowing & adding small capacitors to smooth out the flashing. but that'll just add more confusion.
You can do away with the bridge rectifier and have 2 LED's soldered together in parallel but facing opposite ways (?) so when the speaker is positive is lights up 1 LED and negative phase lights the other LED.
sorry for any confusion