Remember that A) you'll void your warranty and B) if it's in a conventional position (ie pointing down) then LEDs won't make much difference.
Some PSU fans are hard wired, but it looks like the CX600M (assuming that's what you have, there is no CM600M) has a 2 pin header which can be directly unplugged
For more images see here
Most fans are 3pin or 4pin (PWM) so they won't plug directly in. You can likely rewire the connectors if you are so inclined, otherwise a 3pin to 2pin adaptor should work.