I couldn't replicate your issue, but if the webcam is still running even after your program terminates/you close IDLE, you can end the camera by going into task manager and killing all running Python processes.
After some experimenting, I found that if you want to accomplish the same thing directly inside the code, you could try simply deleting the reference altogether:
>>> import SimpleCV as scv
>>> cam = scv.Camera()
>>> del cam
Calling del cam
caused the webcam indicator light on my laptop to turn off. Granted, this appears to be an undocumented (??) solution, so I'm not sure how robust it is. I would probably try testing this on several different laptops/webcams first, to make sure it works reliably and consistently.