I had this same problem with my alpine. I found a post on another site where a guy actually changed out the LED's, but that's not for me.

So instead, I dissasembled the faceplate (detachable face), and darkened the 2 offending LED's with a magic marker.

I know it sounds ghetto, but it actually worked just fine. The light still shines through them, except now it's shining through dark limo tint, so it's much dimmer and blends in better with the rest of the head unit's lighting.

If you want to do it, lay the face down on a towel and remove the phillips screws on the back. Be sure to keep track of where they came from because they are not all the same. You'll also need to pull off the volume knob.

With the faceplate still facing down, pry off the back cover and flip it over to reveal the circuit board. You'll see the 2 blue LED's as little clear squares under where the blue buttons would be. I blackened them with a wet marker and then reassambled everything.

Here's the link to the other site that talks about this problem:
http://www.gbmini.net/wp/2007/01/changing_blue_to_amber_on_an_alpine_hu/

I should add that this unit does connect to the dashlights for automatic dimming, but the blue LED's seem to go from outrageously bright, to just a little less outrageously bright. They were way too obnoxious at night compared to the rest of my dash.