Is there any way to dim that damn bright blue light on the front of my Directv HDDvr?

They're a pain, aren't they. Electrical tape or a version is really the best answer. The version: Use a transparent tape to cover the light with plain white paper or other material that meets your needs. It reduces the glare but you can still see it if you wish.

You could open up the box and void the warranty and add a 1000 ohm resistor in series with the lead if it is really a LED not a incandescent lamp.

Why not use blue electrical tape instead? Easier and cheaper and does not void the warranty. Blue electrical tape can be purchased in places that sell electrical tape in different colors.

No, there's no way to really deal with that unless you're really crafty at opening devices and playing with wires. The electrical tape's gonna be the only reasonably simple option.