Not everyone has them, they're called the "Blynclight." They just sit outside your door and light up with the same color as your status in Microsoft Lync (red = busy, yellow = away, green = available). If you're in a Lync meeting, or on the phone, or have set "do not disturb," your light will be red.
The problem with that is that getting interrupted with an instant message isn't usually as bad as getting interrupted in person: I always turn all the IM notifications down to a minimum and so the only change will be a new color on the icon which I tend to notice in a couple minutes.
