button box help

ok so im upgrading a junk button box i purchased and i use it for my sim racing and flight sim. I ordered the Arduino mega 2560 so i can attach 12mm pushbuttons and 3 rotary encoders. I want to change the 12mm pushbutton to LED lit 12mm pushbuttons that say maximum voltage 3V. I know the Arduino says 5V output so being a newbie im curious if i can do what i want and if so how can i accomplish it.

here is what i would like to use

http://www.ebay.com/itm/12mm-Stainless-Steel-Metal-Momentary-Pushbutton-Switch-Blue-LED-for-Car-Boat-/231650930890?hash=item35ef78b0ca

That is probably a blue led an no extra electronics.
The 3V might be the forward voltage of the led. Don't apply a voltage. Every led needs a current.
Let's assume that it is a standard 20mA led, then you can use an Arduino output pin and a resistor of 150 ohm to the led.
(5V - 3V) / 20mA = 100 ohm, let's make that 150 ohm for safety.

This is just a guess, you need to know the normal current for the led.
Model : sometimes QN12-C1

Or is there a small light bulb inside with a blue filter ?
Could you open it ?

I haven't purchased them yet. I don't want to buy them until I know I can use them.

Of course you can use them, it's just a question of what value resistor to use....

Most likely it's a normal blue LED, probably 10-20mA, put like a ~200 ohm resistor in series, maybe lower if you're not happy with the brightness with 200 ohm resistor.

Ok thank you for the input. Much appreciated.