you probably cant do it, as the LED wont handle 12 volts... the old alarm would have had a low voltage output specifically for the LED. You can get 12 volt ready LED's, with a holder and wire from
www.parts-express.com and wire one of them up. They have blinking and steady versions. Radio Shack may also have something like this. You would need a constant positive to the LED... and for the ground, wire it to the ignition wire, when the key is off, the ignition wire will show a ground. On top of the interior fuse box, you'll see a brown connector with a few heavy gauge wires going into it... it should be black with a yellow stripe.