The first thing I am going to say is that last year this just was not working. Finally about eight hours before the contest (which started at 8 a.m, you do the math) I discovered I needed a pull-up resistor. Having never heard of such a device before I am posting this here for the benefit of a similarly stuck person. A pull-up resistor is a resistor (just about any value can be used, experiment to see what works best) that is connected between +5 and the output pin. This does something funky with the output pin that makes it work. I still don't fully understand the whole process, but I know you need it.
Okay, here is the circuit:
The resistor values worked for me, since the LEDs draw a bit of current and the LM339 comparator doesn't provide much the voltage switches from .25v to 4v, instead of 0v to 5v, but this should be enough to work in most circuits.