Alien head and fan lighting - question

SO - this is a strange one, but here goes....  I have several ASUS laptops and this is my first Area51 Alienware. The Alien Head and fan lighting on the back will turn off when you close the lid IF you set close the lid to SLEEP or HIBERNATE or Turn Off.  I want to close the lid and nothing happen.  I can set that in the settings, but the alien head and fan lighting stay on...  With my ASUS they always turn off with the physical SWITCH that tells the laptop you shut the lid.  I wonder if there's a setting somewhere I am missing that can do this? Again - very minor I know - but CHANGE IS HARD LOL !!