#Enable GPIO4
echo 4 > /sys/class/gpio/export

#Set GPIO4 as output
echo out > /sys/class/gpio/gpio4/direction

#turn on
echo 1 > /sys/class/gpio/gpio4/value
#turn off
echo 0 > /sys/class/gpio/gpio4/value

#GPIO CHART
http://www.hobbytronics.co.uk/image/data/tutorial/raspberry-pi/gpio-pinout.jpg

setup is 
GPIO4 to LED Positive #long end
LED Neg to resistor
resistor to Pi Ground (#6 on chart)

Photo here:
https://lh3.googleusercontent.com/-kYvTk2dIK20/VUzvUd817KI/AAAAAAAA0ts/RJ6agXa4GkA/w521-h926-no/IMG_20150508_131552815.jpg