Dell/Alienware posted this today on the Alienware KB:
Problem:
The lights on the AlienFx keyboard turn off after a Command Center update or a Windows clean install.
Fix:
A registry fix has been implemented in order to fix this issue. This applies to x86 and x64 Operating Systems.
Steps:
1. Unzip the file with registry fix file.
2. Run the registry fix file.
3. Restart the computer.
4. After Windows loads up, open the AlienFx software.
5. Close the current theme for the lighting system.
6. Create a new theme. Apply the settings and exit.
This applies to the M17x as well as the following systems:
Alienware M15X
Area-51 m15x
Area-51 m17x
Source