I want too connect a external LED to my Arduino Uno. I heard that you need a resistor or you will blow your LED. I heard that that the Diecilima had a resistor on pin 14. Is also with the Uno. And could someone show me how I can connect a LED and a button to my Arduino (with Fritzing). And a LED and a LDR.
Sorry, I'm new with electronics 
Yes, you must always use something to limit the LED current to safe levels. Else it will burn itself out very quickly.
Hm, I really need to ask some more on this...also being an Arduino newbie. The basic example sketches has several designs that uses an LED, but these have no use for resistors...is this only for the UNO(my board), or have I simply been lucky so far?
you have just been lucky and I dont know why any tutorial showing no resistance on leds have not been burned off the face of the earth (as its probally going to eat up a arduino pin just as quick)
Remember that not everything you read on the interweb is the 100% honest truth.
have I simply been lucky so far?
No, you have damaged the arduino pins and reduced the life of both the arduino and the LED. The fact that so far it is all still working is beside the point, one day it will fail and you will have forgotten why. The up side is that it is probably only those pins that you have overstressed and the rest of the arduino will be undamaged. Also you will not have damaged those pins when you use them as inputs.
Do a search on this forum and see how many people report that there system suddenly stopped working for "no reason", that is probably a result of past abuse that the thought they had "got away with".