Chances are that it probably isn't possible, as it is a Dell software issue, not a Windows issue. I do understand your frustration though, as it can be tough to get used to it after you have been used to the light on the keyboard for ages.
Ive found several free applications which install icons in the system tray, these fulfill the problem of wondering if caps and number lock is on or not with out having to constantly press the keys. The one I like the best is:http://www.karpolan.com/SOFTWARE/KEYBOARD-LEDS/
It seems to have more options, and is more stable than the other two I tried. Anyway, my problem is now solved with the addition of this helpful app.
Thanks for the reply