Gotta use what you can, at least its 6 buttons.
Basic LED's need something like a hex inverter, resistors and LED's
Make sure you do the math to figure out how much to power your LED's will consume since you're using a ps1 pad which only draws 3.3v to power the board
guide is on srk
http://shoryuken.com/forum/index.php?threads/light-up-on-activation-button-mod-tutorial.36992/