That 9v is way too much for those LEDs. I believe that the LEDs from Radioshack handle up to 4 volts; which is what most LEDs can.

There are two ways to do this; series or parallel. If you do it in series, each light connected to the other will be dimmer, because the one before that is drawing the power. If you do it by parallel, it should all be even, but not as bright as possible. If you do it by series, you run 1 resistor; if you run it by parallel, you run a resistor to each LED. The parallel has more material, but the outcome will be the best.