That said, another way you CAN feed them direct, seeing as LEDs have a very low power draw, is by feeding them off of 3 of the 4 cells directly through the balance lead. On a 4S balance lead you have 5 pins, you find what end is the first positive, and mark that one as pin 1, then put the LED positive in that one, then count to pin 4 and put the LED negative into that pin, as that will give you 3S (11.1V) output (the same can be done putting the LED positive in pin 2 and the LED negative in pin 5). You can probably get a 4S connector to plug into the balance lead and just solder it direct, then when you power up, plug the balance lead in too.
This is perfectly safe to do, just remember that 3 of the 4 cells will discharge slightly faster than the forth, and remember to balance charge them correctly.