@caujka The energy is coming from the case of the computer where some of the power is being transmitted through capacitive coupling or similar.. you are acting as a path to ground and thus allowing enough energy to flow for the glow.
I am fairly confident this wouldnt work if you werent touching the led or yourself to the computer.
@freemo actually, diodes blinked even without touching the pc. This might be static discharge, but I wonder, where the difference in potential comes from, and how much energy is needed to excite the diodes.