It seems that a lot of people have decided to buy a Thinkpad X61s like many Igalians. Good news for us:
sergio@qi:~$ uname -a Linux qi 2.6.26 #1 SMP PREEMPT Wed Jul 16 17:34:38 CEST 2008 i686 GNU/Linux
iwl4965 LEDs working now. Thank you kernel hackers!
PS: BTW the kernel option is
Device Drivers-> Network Device Support -> Wireless LAN -> Intel Wireles WiFi 4965 AGN -> Enable LEDS features in iwl4965 driver