The Arduino can be used for many things when It comes to R2. The lights is a good reason to use one, as it makes them flash and do all sorts of interesting things. I have the Arduino Pro Mini and it only cost about $10. This is extremely inexpensive for something that does so much for our little droid.
You will see above is the Arduino Pro Mini and attached to that in red is the FTDI Break out, used for uploading a sketch to the Arduino. The sketch controls the lights and what they do.