That motherboard has 3 LED's on it.
The first one is just past the back end of the two PCIe slots on the right side of the slots.
It means the system is on, in sleep mode or soft-off mode.
The second one is along side the back edge behind the memory sticks. If a memory error is detected during the boot process, it will light the LED.
The third one is along the right most edge where all the pins are. It lights when the BIOS is being updated via the Flashback button.
Can you tell me which LED's are on after you see the windows logo?
Now to the power supplies. The Corsair CX series of power supplies were lowered to Tier 4 on the Toms power supply listing last week. They had previously been on Tier 3. We recommend that people only buy power supplies that are Tier 1 or Tier 2. What the Tiers are is a categorization of the quality of the parts and manufacturing processes used to make each brand and model of power supply on the list, as well as the wire gauges, safety protection features or lack of them, and so on. At Tier 4, we do not recommend the use of those power supplies in any gaming system.
In the case of the Corsair CX line, as a new unit, they test out quite nicely. But at about the 1 year point, we start seeing way too many units that are randomly powering down the system for very short periods of time, but when you are doing something, and suddenly the computer reboots, and does this over and over, you are not a happy camper. And so after a discussion about those units, the keepers of the list lowered them to the next level down. The people that know, seem to feel that they used cheap parts in those, and that the capacitors begin to fail between year one and two.
So you may well not have any problems with it now. But within a year or two, you probably will.
And I am already questioning if part of the problem here might not be the power supply at this point. It could be providing "surging power" instead of stable power. I cannot prove that, and without some rather expensive tools, nobody could right now. So I'll try to help you find anything else that might be causing this, but we might well end up looking at that power supply, and saying, "Its YOU!"