Okay, The Male and Female plugs on the LED's DO NOT plug into each other.
Look under the group of wires that runs under the fuse box. spread them apart a bit with your fingers and you will find an identical female receptical waiting for your male plug from the LED's that's the one you want. The female plug from the led harness must be for a future/ different mod. If you look hard enough you will find it. I made the same mistake until I realized thats the ground wire, and you can't ground the LED's to themselves. And I agree, instructions were fine until that point.
Believe me, I did the exact same thing you did, hooked it all up, didn't work, went to bed, re read instructions in the morning, and realized TWO wires from LED's have to hook up to TWO wires on the bike. You will find it.