Anyways, I figure out that if I activate each one color at a time without delay, then they are pretty much all on at once.
No no no.
Just connect the 1 current in to +5V then each current out to a resistor of between 299 to 500 ohms. Then each resistor to an arduino pin. Then each pin will turn each colour on when it is low.
I still have a big problem controlling them with tlc5940 because it is (-) in LED (+) out, therefore I cannot use it to control high current transistors
Show your schematic, you are doing tihis wrong.
Pleas try and use the correct words for things. You seem to have a common anode LED, what sort of LED do you have? You can not control power LEDs with a simple resistor.