Basically, just connect a led + resistor* between the 2nd and 3rd pin of the microSD slot from the bottom (be careful to only work on the non-elevated base of the pins, and not to melt the sides of the socket while maneuvering the iron which you'll probably do since getting wires to stick there is a pain)
I recommend 32 awg wires (aka what 80 pin ide cable is made of)
* on one hand, a green led (about 2.2 V according to led.linear1.wiz) with 100 ohms is already fairly dim; on the other, it will be somewhat illuminated all the time and no need to further increase power usage, rite?