Simple desktop LED controller help

I'm looking to setup an as-cheap-as-possible, small, software controller, RGB, LED controller.

I'd like it to have it plug into my desktop, which is windows and be able to control it with software.

Ideally I'd like to be able to control each LED individually but if it's too complicated just having all the LEDs set to one color is find.

Can anyone point me towards a tutorial? I'm finding the tutorials are not very noob-friendly.

Thanks it advance.