Control multiple LEDs using an IC and PC/Linux thru USB
How bout this:

Use the FT245RL, which is available on a breakout board here:

https://www.sparkfun.com/products/7841

To code for this chip, modify one of the software examples here:

http://www.ftdichip.com/Support/SoftwareExamples/CodeExamples.htm

However, this chip cannot supply a lot of current. It could be used instead to turn on something like a 2N7000 to switch on the LED. Note you will need a resistor in series with the LED to limit the current supplied.