Arduino, ULN2803a and leds

Heya! So yeaah... I'm relatively new to electronics (ready to build kits at school and physics courses in high school give you the idea of basics), so I figured out I should ask here before I fry my brand new Leonardo.

I'm trying to control a bigger bunch of leds than the arduino can handle (their total current exceeding that ~200mA arduino can provide), and after a bit of searching I came to a conclusion that my best bet is to use ULN2803a (perfect fit as I have 8 led circuits to control). Anyways, there's the circuit below: Arduino pin1 connected to pin1 of ULN and output pin1 of ULN to the led, led to resistor and from resistor to the power supply. ULN ground is connected to Arduino ground. But a question remains, where do I stick the ground from the PSU? To Arduino ground, COM pin, somewhere (or even nowhere)? Funny how something so seemingly simple can make me so confused. :l

PSU Ground connects to Arduino Ground

All right, thank you! :)

I'll try to get to putting the thing together tonight. :3

generally, you should tie all ground, GND or '-' , together.