Control LEDs (later DMX lights) via audio stream

Hello.

I am really new to arduino and C generally.
I am looking for the best way to do this, in the IRC GordonJCP suggested an analog pin and a lowpass filter.
That idea sounds really nice, but I have no idea how to do that, so before i start researching etc. I wanted to know if it was the best way to do it.

Thanks in advance!

//JapSeyz