LEDs can be purchased from almost any hobby or electronics store. You will however have to chose the right LED.
When purchasing, you must consider colour, size, shape, forward voltage.
Blue LEDs have the shortest wavelength, typically under 500nm. As for size, you will have to measure the diameter of the LED that you're extracting with some calipers and buy an LED that matches. 3mm LEDs are the most common. You'll also have to look at the shape of the top, some are bulbous while others are flat.
You will want to buy an LED that has the same electrical characteristics as the one that you are replacing. Since LEDs are non-linear devices, hooking them up in the wrong way can damage the LED. Fortunately, your motherboard will contain the necessary current limiting resistor so the only thing that you have to do is make sure that you buy an LED which is designed for a 5 volt circuit. For a circuit like this, the typical forward voltage will be about 1.8 volts. If you have a digital multimeter with a diode mode, you can use that to verify the forward voltage of the extracted diode before replacing it. Be very careful not to buy an automotive LED, these are designed for 12 volt circuits and may contain built-in current limiting resistors.
Lastly, when soldering the replacement LED to the lead wires, you must properly align the anode and cathode. LEDs are polarized, if you dont' do this, it won't light up. Current flows into the anode and flows out of the cathode. On an LED it's standard to have a flat notch on one side. The lead closest to this flat notch is the cathode and must be soldered to reference or common, which is usually black or white in colour. In contrast, the anode lead is usually longer, so if you can't find the flat notch, look for the longer lead. The anode must be connected to the 5 volt supply from the motherboard, which is usually red, but can be any colour other than black or white.
Do not connect the LED directly to the power supply. If you want to do this (thus bypassing the motherboard), you must assemble it with a current limiting resistor to limit the current to the forward current specified by the LED. For an LED with a 1.8 volt forward voltage this is typically around 20 milliamps, which can be accomplished with a resistor of around 160 ohms. As I said above though, this is not necessary as long as it's connected directly to the motherboard.
Good luck