I'm struggling with the same thing. So to ask a beginner question...
On an arduino I have 10(ish?) 5v digitial outs, and a common ground. If I connect a common anode to 5v, how do I switch the grounds? e.g. on a common anode RGB led I have the anode and 3 pins. Which would connect where? The anode to 5v presumably from your post below, but I only have 1 common gnd for the other 3?