Resistors with arduino
Now that a schematic has been added to the question, it looks like my guess was wrong - your schematic does have a separate resistor for each LED. My original answer is below.



It's hard to tell, but it sounds like you're doing this:







simulate this circuit &ndash; Schematic created using CircuitLab

This is a Bad Idea™. The voltage across the LEDs will only be as high as the smallest forward voltage, and you'll end up with 2 dim LEDs.

This related question gives some more in-depth explanations.

(If this isn't the circuit you're using, you'll have to post some schematics - we can't read minds!)