I picked up a switch from radio shack earlier today and got everything wired. Once I was finished I booted her up and flicked the switch, the light went on for a second and faded off! I thought I blew something. But I tried again and it did the same thing. Then I remembered there is a switch on it that selects just "on" and "beat with music". I swore I had it to on, but I opened my case and flipped the switch (not sure what I changed it to) then I tried again and it turned on and stayed on, its working great!
Thanks for all the help. Mainly you crazy jayhawk.