Assuming you are referring to the light on the transmitter.
Try increasing the volume level on the device that the transmitter is connected to. The transmitter is turned on when it detects a signal. Too low of a signal coming in may cause intermittent operation as you describe.
Assuming you are referring to the lights on the speakers themselves.
Apply signal to the transmitter, check the frequency knob on back, should be somewhere midway. Go to each speaker, and adjust the tune knob on each until the light is the brightest. If you can't get a very bright light, then go back to the transmitter, turn the frequency knob one way or the other. This move the transmitter off frequency of an interfering noise source. Readjust speakers. Readjust transmitter as necessary.
You can find a manual online
here.