does it flash when the system is started up? if it does it is fine, the light will not stay on during game play, there are plenty of topics regarding the tray light, look some up to find out more
I had the same problem, It is wiiconnect24 being dumb. I had ot update the firmware on my router, and change security settings. Once i did that wiconnect24 worked alot better and now i get a nice blue light when i get messages.
Before i only recieved them when i had hte Wii in "ON" and sometimes when i was connected to the internet through wii shop, or forcast channel. Because once you turn your Wii on the blue light goes off.