While cascading the shift register modules, power should be given from an external power supply. Excess current from Arduino UNO may damage your Arduino UNO. Similarly, you can cascade more modules.
Purchase the module from http://www.haberocean.com/product/shift-register-module-using-74hc595/
Upload the following program to Arduino UNO. Change the value in customDelay() function to change the speed of running LED.
Shift Register Example
Turning on the outputs of a 74HC595 using an array
* 74HC595 shift register
* LEDs attached to each of the outputs of the shift register
//Pin connected to ST_CP (12) of 74HC595
int latchPin = 12;