I myself don't have the full EZKey (I have the XS with only the reset switch connectors) with the power connection on it. I used to have to switch it on at the back (the PSU itself had a switch on it). That changed when I got an old PC that was useless. Handily the PSU inside that was ancient and has it's own switch to attatch to the front of the case. It's a big black cable coming directly out of the PSU with a switch on the end. I was able to screw it to the front of the case squint, but with the power button on you wouldn't notice.
If you can pick up a PSU with it's own switch-on-a-cable then you're in luck. Although the way the PSUs work today from the motherboard that might be a bit of a problem.
The LEDs however should be easy.
You got a row of pins with the case? Those pins go next to the row for the original LEDs. (Looking from the front of the mobo with the expansion on the right) You've got the floppy power pins, then the LED pins below that, the new pins line up below that. A jumper goes on the right most pin on the new row and connects to the right most pin on the original LED row. That keeps it in place.
Now, from left to right there are 3 things to connect in the same way, the black wires connect to the new part and the coloured ones connect to the original LED part. Power SW is first (green and black). followed by Sleep LED (yellow) and finally HDD LED (red). Then there's the empty space then the jumper.
The Reset SW (blue and white) goes on the EZKey thing, so you won't have a reset switch I'm afraid.
If the instructions for the LEDs are crap I'll upload a piccy aswell :-)