Ironsounds, blue LEDs have a higher forward voltage than 2.0V, usually about 3.1V, and little ones merely soldered to a wire should run at significantly less than 20mA to retain good lifespan.
The important question is how does the power LED look. If it is too bright then soldering the HDD LED in parallel is a possible solution with them both dimming some, but occasionally you might find that two in parallel without separate current limiting resistors can result in one being a little brighter than the other based on random variance in the forward voltage of different specimens of LED even when the same batch, color, etc.
Instead I'll give what to me would be the more ideal solution. Buy a molex Y-adapter cable, for example this one, but you can probably find them on eBay too for around $1 delivered slowly from Hong Kong:
http://www.svc.com/4pinpowsupmo.html
Do not use the motherboard headers for power at all, unplug both and desolder the wire, then on each branch of the molex adapter, on the 12V led going to the LED's anode, solder in a series resistor such that you have two resistors, each going to its respective LED. Doing the math and shooting for 10mA per LED, you'd have (12.0V - 3.1V) = 8.9V drop, so at 10mA that's a 890 ohm resistor.
That's not a very common value of resistor so you might substitute 1 x 1K ohm per LED, or solder two 470 ohm (1/4W will be fine, even 1/8W would) in series per each LED.
The other option is to use a multimeter to measure the existing drive current for the power LED then decide from there whether to adjust the current higher, lower, or keep it the same to affect the brightness. Once you decide on a drive current there are online calculators for LED resistor values as an aide. Try to keep the drive current below 15mA for best lifespan, and for the most subtle illumination I might shoot for under 5mA per LED, especially if you will be using the system in a dark environment.