Thanks for answering!
yes I did it like the picture, now I see what you mean, as the leds were not polarized (I mean they turned on on whatever orientation) once one shift register output becomes high it will get trough the led and as the other outputs of the SR are on low it will make the other leds turn on (on inversed polarity)... so that is what happened.
Now that I changed the leds to polarized ones it works perfect!