Wire according to the diagram below:

1. Connect the first RGB LED leg to a 560 ohm resistor, then Pin 9
2. Connect the second RGB LED leg to a 560 ohm resistor, then Pin 10
3. Connect the first RGB LED leg to a 560 ohm resistor, then Pin 11

Note that the longest leg of the RGB LED connects to the power rail, 5V. 

Printable Breadboard Layout Sheet