You're going to need to change a resistor along with the LED.
If you wanted the existing LEDs to be less bright, you could
swap in a bigger resistor (value, not physical size). The amount
of light coming off of a given LED is proportional to the amount
of current flowing through it. More resistance = less current.
In case you want to pick a new LED, and properly size the
associated resistor, here's how you'd do it:
Ohms law is what you need to calculate the amount of current.
V = I * R [Volts = Current (Amps) * Resistance (Ohms) ]
If your keyboard supplies 5v to the LED, some of that voltage
is dropped over the LED forward bias voltage - might be 3v
for your blue LEDs. They might want 25mA (max) for a continuous
current. This means that I (The current term in your equation)
is 0.025A. So, the voltage over the diode is 3V, leaving 2V on
the resistor. the resistance then is R=V/I = 2/0.025 = 80 Ohms.
You might be happy to just swap in a 160 Ohms resistor to cut the
light output of the existing diode.
If you use the amber LED you linked to, the forward voltage drop
is 2v. You might not want to give it the 20mA it could handle, and
might rather dim it down to say 7mA. This means that you need to
drop (5v - 2v) = 3v on the resistor at 7mA, so R = V/I = 3/0.007 = 429 Ohms.
Make sure to order a handful of resistors around the value you
might want - get a 150 Ohms, a 200, a 400, a 600, an 800, a 1k etc.
Then you can test them out to see which one results in the light
output level you're looking for.
Let us know how it goes!