A little bit of self promotion on my part, however it's relevant to the topic.
You may be interested in a platform I've been developing, called Teleduino. Not only does it allow you to control an LED, but also read inputs, drive shift registers, use serial, drive servos etc etc.
I have previously put together a tutorial that explains exactly what you're after, which you can find at: http://www.instructables.com/id/Control-an-LED-over-the-Internet-via-Arduino-with-/
Hope that helps!