The lights are LEDs, or light-emitting diodes, and electricity only flows one way through diodes. Just reverse the connector. The white wire is ground and the colored wire is power. As a rule of thumb, the power pins are closer to the main power connector on the motherboard.
Also refer to the motherboard manual, it will tell you exactly what the front panel header pins connect to.
If you can post a close-up photo of the front panel header so I can read the tiny labels printed on the PCB around the header, I may be able to help you better.
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