They must have some radio or something that's got them inside

Thanks for your reply. I think I am starting to get an understanding of it. First the current the "watts" and then you have the heat dissipation as well to consider. If a transistor is made of metal it might have 3-5watts of "cooling" while a normal one only has 0.5. And then you have ones that are much more power full and needs heat sinks.
I have ordered 2 books on electronics to get more knowledge.
And I will actually change the LEDs so the transistors in the Sparkfun kit should be enough :-D Turns out I must have had some really old leds laying around.