yep, you're frying it.
I used a 9v to the Jumbo size LEDs from radio shack, and a 220 resistor I believe it was. I wired it up to the two 'normally open' momentary switches in the gaunt.
there are some great websites on wiring leds if you just google "wiring leds" thats what I used for mine, then a little assuming for the adding of two switches. there are also resistance calculators on a few of those sites for helping you get your proper ohm resistors.
(the LEDs would burn up if you were sending them to much power, which you probably would be doing if the circuit wasnt shorting first. I didnt draw out my schematic, but i went in a loop, one wire from the negative terminal, to the resistor, to one side of the switch, to the other side of the switch, to the negative of the LED then positive led to the battery positive. or I may have put the switch on the positive lol, but for sure not both negatives to the switch.)