OK first off screw anandtech for having me jump through four hundred hoops just to post a reply in a forum that i will likely never use again. Kind of kills the helpful spirit, know what I mean?
Anyways, you do not have to reinstall the Lenovo tools to accomplish this. Unfortunately, it's nearly impossible to find the settings to change them. To do it though (in windows xp, at least, not sure about vista & 7 although it's probably in a similar location) right-click the desktop & select properties to go to Display Properties. Click on the settings tab, select the advanced button, and there will be a tab called "On Screen Display" where you can change the colors and indicator settings for NumLock and CapsLock.
Hope it helps.