Turn Signals tell other drivers what you're doing, and keep you safe. You should probably have a set of bulbs that does that job well, AAAANNND.... not look all bulky and stupid when they're off, RIGHT?
Using LED bulbs in place of your original incandescent (glass) bulbs, will pull much less power from the vehicle, making it think the bulb is out. This means you will experience "Hyper Flash" aka the annoying fast blinking, if you do simply clip on the optional LOAD RESISTOR to each light.
Load Resistors trick the vehicle into thinking the normal glass bulb is still in use, by using up the extra power like the factory bulb normally would.