As Tecumseh pointed out, if the LED were bust, you wouldn't see any light. There are several things that could be affecting it though.
1. Your "dropper" resistor may be to high in value.
2. You may have an LED with a voltage regulator module in it that doesn't like being plugged in where it is
3. Some other weird factor.
Although the third option isn't too helpfull, I'd need to know where it's plugged in to help more. If you're plugging it directly into the 5Volt line, what value resistor are you using? Are you using a resistor at all? or is it plugged into the HDD indicator with a resistor on the LED leads? All the above factors will influence the solution. If it is plugged into a power rail though, calculate your dropper resistor to limit current to about 20-30mA. So, for 30mA current DIRECTLY on a 5volt line, your blue LED should be droppnig somewhere in the region of 3.6 - 4Volts. This means your dropper resistor has to drop about 1.4 volts @ 30mA. 1.4 Volts divided by 30 mA = 46.666666 recurring; nearest value of 47ohms. This should be fine off of 5 volts.