Indicator lights do fail...(not usually LEDs, but it has happened), if that is your only symptom I would not be overly concerned. 

Some additional information, such as what model Aurora, are you using the latest Windows updates, Alienware updates...things of that nature would help with gaining advice.  Not sure what you would upgrade at this stage.

Also, you say you're shutting down, I have to presume through Windows...have you done a restart to see if that changes anything?