UNO R3 L led always blinks, won't run sketch

I'm just getting started with ARDUINO. I got my starter kit and went to do the first sketch, the blinking led. As soon as I plug the USB into the computer, the "L" led on the board began blinking and continued blinking as long as the USB was plugged into the computer. The sketch verified and loaded ok, but the led on the breadboard didn't blink. The board is the UNO (R3), my computer is running windows 8.1. The ARDUINO IDE and drivers seem to have loaded with no problem. Can anyone help?

Does the Uno appear in device manager?

The blink sketch is already loaded, so try editing it to change the delay to say 1500 and 500 so that it is obvious that you have uploaded and see what it does powered up but not connected to the computer after you have tried to upload a sketch.