Installing Car Audio and Electronics

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I need help! I don't know too much about car audio, but I would like to install LEDs into my car and make them sync with my music. What I would like to know is: How do i give them power? I found a "Music and Flash Interface" on Oznium.com, but I don't know where's he's plugging it into! Can I plug into my radio somehow? Or do i need another power supply? Can someone please help me out!