Programmable LED pixel grid/screen


One of my all time wishes is to create my own LED pixel screen. But as of now, I have no experience with any of it.
I was browsing ebay, and found LED's like these eBay LED Pixels. I understand, that they require some kind of controller, but I am not familiar with them at all. Also - how do these kind of LED lights connect to each other / to controller? Basicly, if I had those lights, what else would I need to make them shine the way I want?

Has anyone done anything like this here? Could you share your knowledge, maybe point me to some online resources, to get me started?