I'll try to explain this a little better to you.
We're going to ignore LED's for the first while, since they are diodes, and diodes don't exactly behave the same way that most passive devices do.
You've got a 12V supply (btw, I posted in that thread too for ya). Anything you hook up to it (minus LEDs) is going to have an internal resistance. This internal resistance is what determines the current. If R(load) = 30ohms, then you are going to get your 0.4A of current flowing through it.
If you were to put a 30ohm resistor in front of it though, then your total resistance would be 60ohms, and you'd get half the current.
V = I * R(total)
This is why most devices just draw as much current as they need.
Now, to try and explain diodes. Diodes have what's called a forward-voltage. This is the voltage that needs to be across them before they start to conduct. If we assume that we're talking about ideal diodes (which don't actually exist, but are a good approximation), then a diode has infinite resistance below it's forward-voltage, and 0 resistance after the forward voltage. This is why you need a resistor in series with an LED to keep it from burning out. Since it doesn't have any resistance (well, very little), piles and piles of current will flow through it, and heat it to the point that it melts. When you add a resistor in series, it limits the amount of current that can go through.