The seller doesn't say whether these are common cathode or common anode. The 3mm LEDs from the same seller are described as common cathode which is what you need. They come both ways. I'd ask him. If they are common cathode, then they'll work.
The resistor serves two functions; 1) to prevent the LED from burning out and 2) to adjust the brightness to something you will find appealing. The size of the resistor may be different for Red than Green for the same brightness. If you want the brightest, 50 ohms will probably be adequate for both Red and Green. The higher the resistor, the lower the brightness. Some LEDs are very bright at their maximum rated current which is 20 milliamps for most LEDs. Could be a distraction depending on where your unit is located. A typcial resistor range to consider is 50 to 500 ohms.
Regarding which lead is which, for the 3mm LEDs the seller shows the shortest lead (anode) is Green, the next shortest lead (anode) is Red, and the longest lead is the cathode which is connected to ground.
If you plan to use this LED in the design posted by Le Djé, note that you won't get Green and Red. You'll get Green and the combination of Green+Red. That's why he states the Power On color is Orange. You can also hook it up so you get Red and the combination of Green+ Red (i.e. Orange). To get a feel for different color combinations, try the site below. Turn Blue off and the mixture of Red and Green at the same brightness yields Yellow. Now vary the intensity of Red and Green. You'll see Orange occurs if Red is brighter than Green, something you can do with the resistors. http://www.omsi.edu/visit/tech/colormix.cfm
Here is another option. Get one of these 4-terminal common cathode LEDs, then choose which two colors (terminals) to use; Blue and Green, Blue and Red, or Green and Red. Simply ground the unused terminal with the longest lead.http://cgi.ebay.com/ws/eBayISAPI.dll?ViewItem&item=270120275173
These have a clear lens which can sometimes look awkward in the case. A diffused look can be obtained with lens cap, here's one from Jameco: part number 14277.http://www.jameco.com/Jameco/catalogs/c272/P60.pdf
For an RGB LED with a diffused lens, your local electronic store might carry a popular part from Linrose, part number: B4368D1/5/6. These go for around $5 each. Personally I prefer the 'smoother' diffused lens look than a clear lens LED with a diffused lens cap however both look good enough in the case.
Here's a diffused 3-terminal common cathode LED already in a PCB mount. Downside is you have to buy 40. The seller might sell just one if asked.http://cgi.ebay.com/ws/eBayISAPI.dll?ViewItem&item=280126933521