Today I have assembled my new PC and noticed that the LED on my external Western Digital (USB powered) hard disk was on even with power off. It never happened with my old PC...then this thread about LEDs came to mind.
I solved the problem enabling the "EuP Ready" field in my Asus MB BIOS. It switches off the Wake On USB function, Wake On LAN, etc.
I don't know if this can be the solution for the WH also, because i connected mine only when i solved the problem with my HD LED and the USB ports were not powered anymore.
Well, try with the Eup or Wake On USB fields and see what happens, good luck!