Take your seam-rippers and cut a hole in the fin. large enough to fit your hand in comfortably. 

Take the cotton out of the fin so it'll be easier to sew the velcro in and insert the electronics.

Cut two lengths of velcro long enough to fill the hole you just created. Sew the velcro into the hole.

Start to insert the LEDs. At this point it wouldn't be a bad idea to connect the battery and set the code to the mode where the LED animation is always on so you can see what the LEDs look like in the Blahaj.

Insert the rest of the electronics and put the indicator LED somewhere it is easily visible through the fabric.

Seal the blahaj up with the velcro and it should be good to go!