That could be:
Bad usb port on the PC giving no +5vdc power output
Bad usb cable
Bad mega board
The power light on the board should light as long as there is some voltage available from either the USB connector or the external power connector. Perhaps you could attach a 9volt battery to the external power connector (positive center pin) and see if the power lite on the board lights up. If it does then you might want to try another PC or usb port or different usb cable. No software either on the PC or the mega board is required to just have the power light come on the mega board, just valid voltage.
Lefty