Actually, there is no need for you to worry, the red led does not mean danger. The red led it is the onboard status amt led which stays on as well, it is for the Active Management Technology. Before some people thought that the red led means that the cpu is over-heating.
Anyway AMT is a very interesting feature, read all the instructions on the FAQ on the motherboard website, try it one day.
One more thing to do as well, Go into the bios, Security Menu, Disable Chassis Intrusion if enabled.