My Problem is how to control this Mosfets from the Arduino?
When connect 12v + to the drain and the + from the led to source the led is on. but how can i use the p-channel mosfet as a switch to turn off the led's.
If you'd chosen a logic-level p-channel MOSFET you could have simply level-shifted with a zener diode and a pull-up on the gate... You'll need an NPN or n-channel transistor to drive the gate with full voltage swing.