Welcome to Tom's Hardware Forums,
I'm guessing that you are referring to the four back panel lights and your saying that only the far right light is lit, all others are unlit (lit but very dim maybe?)
Anyway according to Dell, that isn't suppose to light up that way but with an amber light at D and all others green, they recommend to "Ensure that the cables are properly connected to the system board from the hard drive, CD drive, and DVD drive" found here
http://support.dell.com/support/edocs/systems/dim2400/en/sm_en/advtshoo.htm
One thing also to look at inside the case, when you attempt to power on, are there any lights that do anything on the motherboard (near the 20 pin connector)?