are you joking? in an open room no they dont, in small enclosed metal case? it will boost your temperature a few degrees depending on how many lights, and how well the airflow is in your PC. I know for a fact lights will make it hotter inside the case.
If you only use your PC for 2-3 hours, wahts the use of having lights in it for only 2 hours a day? what a waste of money, buy the new blue laser mice, they will cost you a pretty penny, or buy an illuminated keyboard, somthing that will actulay help you...the keyboards are pretty sweet actulay, they use LED's so they wont ever go out.
or if you dont have an LCD monitor, since your running off of your familys electricity, they use a lot less electricty
If you run it on the correct resolution, LCD screens are crystal clear...Very nice. Or go plasma.