I presume since you are posting on the PMDX forums that you are connecting a PMDX board to the SmoothStepper. If so - which PMDX board? If you look at the end of your PMDX users manual there is an electrical specs section. Look for the "outputs" or "control outputs" lines. That will tell you the max current that the boards can handle. For example, the PMDX-126 can source or sink 16mA.
If you are connecting the LED directly to the SmoothStepper, then you need to ask the SS people.