is the switch labelled? +12, ACC and Ground (GND)?

if so then that would be easy to hook up, and you probably have it right. If it's not labeled then I would use a multimeter to test it.

 For the lights - LEDS only work when hooked up one way. If they don't work when you tried it, then switch the positive and negative around and try again.  Again I would always double check with a multimeter, to make sure you are getting  a good ground and positive hook up.

good luck and post a pic when your done!!!

Yea it's marked, and I followed it, but when i put wire to the switch, the switch lit up, but the lights didn't. They didn't light up either when I flicked the switch

What do I do now??

Like ShwaCarInstall said, try reversing your positive and ground wires for the lights as they may only work one way...  Or do the lights work when you bypass the switch?  It sounds like you have it hooked up to the switch properly, so thats the only thing I can think of.  If the lights work when you bypass the switch (hook the positive directly up to the battery), then your switch may be no good - use a multimeter to test it out to make sure.

Also double check your ground to make sure it is good.. be sure to sand away any paint, and it is screwed/bolted securely into the frame, it should not move at all.. one thing you might want to think of is mounting the ground inside the vehicle where it will be less likely to rust and corrode as compared to underneath the car..