To go into more detail while referring to my diagram you'll still have to use some imagination.
Where it says power lead, that is what is running from your power supply to your subwoofer. However you decide to have the power come out of your case is up to you. All you need is the +12v and -12v wires. Whether that is wired into the socket and plug I suggested is completely up to you.
Take the +12v wire coming into the sub and split it so there is now 2 +12v wires. This will be the first solder joint. Each one of those +12v wires will go to a switch of your choosing. Just find an on/off switch you think will suit the mod.
From the other side of those switches, have a wire go to a molex plug for each sound module.
While I'm on that molex plug, you'll need the -12v wire comeing from the case to also be split in two and have a wire going to the -12v on the molex for each sound module.
Like this pic here showing the wiring splitting up and going to the molex connectors through the switches:
From there you join the wires coming out of the sound module straight to the wires going into the cathode inverter so you'll end up with something like this for each of the molex connectors above.
Each switch will control one sound module and one cathode.
I suppose I could get an audio jack and hook the wires up to that an then plug it into one of the ports in the back of the computer, to give the lights power. I'm just kind of getting more con fused now though.
An audio jack would be bad. You would need to use a plug and socket like I posted earlier. A standard headphone style jack will leave you at risk of shorting out the PSU if you plug in or unplug while the power is on. When one of those is halfway out the + and - can short. Like when you halfway unplug headphones and they go all screwy.
EDIT: this sort of plug is what I'm talking about that would be bad to use due to the risk of shorting out when removing:
It would short the power supply even though it wouldn't be plugging into the power supply?
I have no idea. I might as well just extend a molex cable with some copper wire and then plug it into a molex from the power supply, through the back of the case or something.
So where on the power supply would I wire it to?