You can control the LEDs either via AURA-Sync or the G.Skill programme - I personally control the colours via AURA-Sync, as I can then synchronise MB etc. with the RAM at the same time.
It should be mentioned that the RAM (at least mine) unfortunately start "coil-whining" with the colour "red" (a whistling noise because of the voltage, as far as I know). Otherwise, very cool quality!
Uninstall the aura sync program, go to your asus motherboard drivers page, download the latest version of aura sync. reboot your pc, reinstall the aura sync, reboot your pc, open aura sync and the ram modules will be displayed in the aura sync, there you have a symbol to click to sync it with the rest of your board.