I am surprised no one from D-Link has responded to this, AND that no one else has posted this question. I doubt you are the only one experiencing this issue.
I got the 628 earlier in the week. This is the fifth D-Link router I have purchased. The first two (one without wireless, and one with 802.11b) performed flawlessly, I still use the first one as a 10/100 switch and gave the second one to a friend; the third one (DI-624) is fine when it works but is ****e to crashes under heavy wireless traffic load, and the fourth one was even worse - cannot remember the model number now because I returned it a long time ago the same day I purchased it - it was a dual-band model allegedly supporting 802.11a, but I was unable to get anything on 802.11a even with a matching D-Link network adapter. After that I swore I would never buy any D-Link product ever again. But recently I was tempted by the low price on the 628. It does not work simultaneously on both 2.4GHz and 5Hz, but I already have the DI-624 and have no interest in running 802.11n at 2.4GHz so this works out perfectly for me.
I saw the exact same problem on the 628 that you are experiencing on your 825. I also had trouble flashing the firmware from 1.11 to 1.13 from Vista x64, and tech support is useless (not that I expected otherwise). Other than these two problems, I am happy with this product. Eventually I got the firmware update to work. Guess what, with the new firmware, the LEDs actually work as expected