i searched and found nothing. can someone explain to me how these work. i have never seen them before. how do u configure them and what does each of the 4 prongs do?

example:

http://www.jameco.com/webapp/wcs/st...toreId=10001&catalogId=10001&productId=404582

 

The datasheet shows the cathode, I would assume the other pins are the anode. For that particular device I'd recommend a current regulator.

Just an example, it's easy to get and can be wired as a current regulator. There are several variants in this datasheet.
http://www.hep.upenn.edu/SNO/daq/parts/lm317.pdf

I think that unreasonably lousy datasheet is saying you need 40 milliamps but start with 20.