Sure thing, start with the LED's.
Look at page 25 of your manual, and it points out the location of the IDE Activity LED. Find the case's HDD LED plug and plug it onto that header with the label on its left side.
Now go to page 33 and it shows the System Power LED pins in item #24 there. Find your case's Power LED plug and plug it into those pins with its label facing upwards.
With either of the LED's, if they do not light up when they're supposed to, flip the plug over.
The USB is not as bad as it looks. Look at the nine little single-pin plugs that come from the case and need to plug into the mobo. They all have either a 1 or a 2 on them, along with other notations such as +5V, D-, D+, or Ground.
- Separate all the 1's from the 2's. Notice how there are five 1's, and four 2's.
- Look at page 31 of the manual for the location of the USB_56 header and notice how there are five pins on the top row, and four pins on the bottom row.
- Take the 1's and plug them into the top row of the USB_56 header in this order (from left to right): +5V, D-, D+, Ground, Ground. Now double-check that all of these have the numeral 1 on them, no 2's.
- Now take the 2's and plug them into the bottom row of the USB_56 header in this order (from left to right): +5V, D-, D+, Ground.
I don't recommend attempting to plug the case's FireWire wiring into the motherboard's header, because the pins on the mobo do not stick out far enough for the case's wiring to get a good grip on them. Pick up a FireWire extension cable if you need easy access, that's my advice