I just built a socket 7 system, pentium 233 mmx with the motherboard 586tx3

everything works but the power led on my case pulsates when the system is powered off.

When I power it on the green led is on steady, once I turn it off with the power button system shuts off but the green led pulses.
If I remove the cable from the psu it stops.
The led cable is plugged right, I checked it. The Hard disk light works fine and is off when powered off so its only the led light.

Could this be a leak somewhere or a semi short? I never had this happen, anybody have a similar experience?