Sorry Michael, from that angle and with all those flying leads, I can't really tell what's connected to what. If you use short straight leads flat to the breadboard and take the picture from directly above, I might have a chance.
Having said that, looking at the 2 leds nearest the camera, I think it looks right as far as I can tell. If the other 2 are the same, you should be reasonably safe to connect up.
Here's an example of how I like to work on breadboard. Its a much more complicated circuit but I hope you get what I mean.
http://forum.arduino.cc/index.php?topic=188135.msg1392372#msg1392372
Have you got the Arduino software installed yet and uploaded a sketch? You shold be able to use the "blink" sketch from the examples menu to test your 4 leds. Just change the pin number in the sketch to match the one you have connected on the breadboard.