Today I will try a variation of the program, i.e. only try turning on "ONE" LED at a time.

If you come to think about it, why are you all advising me to change my keyboard ?? Suppose that I have on my keyboard, the SCROLL LOCK and the NUM LOCK "ON" (while connected to the PC). If I press the CAPS LOCK now, it would also light up. This means the commands sent are "0xED and 0x07". This is what I do!!! The only difference is that SCROLL and NUM LEDs are not previously "ON".

Anyway, I will try this out and then post the results here.

Regards
Aman