I bought some of those exact ones from DX about a year ago.
The comments were correct, the ones i got are mislabelled and are common anode.
However i wouldn't trust that it's the same now, they may have corrected it, or it maybe just random depending what type they have in stock when you order. Get the leds first so you know which type you have.
Looking at that IC i dont think you'll be able to drive common anode or cathod leds from 3 of those chips.
Neither the led anode or led cathode for that controller IC are connected to the supply rails.
The DX LED has a common anode so if you connect one of the leds up to 3 of those ICs they will be all linked at that anode point.
So unless you plan to run each IC from an isolated supply it will create a path where the current through the sense resistor for one IC can supply power to the leds on another IC's. So the IC current sense system will not work properly if at all.
You might be able to redesign the circuit a little so the current sense resistor is on the SW pin thus making the led anode connected directly to vcc.
That would solve the issue, but you'd need to amplify the current sense voltage somehow so it's was what the IC expects.
DX have other RGB leds that have seporate anode and cathodes for each led which makes things much easier.
But they are brighter and so more expensive.
They also have many leds in series internally, so you have to be aware of their large forward voltage, 10-36V etc..
here are some examples
http://www.dealextreme.com/details.dx/sku.44043http://www.dealextreme.com/details.dx/sku.39960