Pete,
Thanks for responding.
As far as the Power LED goes, I had it plugged into the Power_LED header, which was wrong.  I tried the Front Panel_Header and it worked.
As far as the HDD LED, so far no luck.   Also though, the front panel headphone jack and the microphone jack are DOA.  So I am going to RMA the front panel.
Thanks again for responding.  Always remember pipeliners do it deeper.