Welcome to the ROG forums!
1) It sounds like you have a bad or dirty fan for the last issue you mentioned, so if you are still under warranty (or even if you are out of warranty?), you probably want to send it back to ASUS for service.
Check this
link for the ASUS USA contact info.
You (your store or someone you trust?) may also want to check the fan and heatsinks for dust and try to clean them out (and consider re-applying thermal paste while you are at it?) to see if it helps (it may not if the fan is just bad), but again if you are still under warranty, it's probably better to send it back to ASUS for this.
It's not a good idea to let this issue linger too long since parts can start overheating on you and going bad if neglected too long, so try to keep an eye on this and take care of it soon.
2) Your power indicator problem sounds like you might have a DC jack problem unfortunately, if you say pushing in the power jack really hard actually helps although you might want to make sure the AC adapter (wiring and connections) are okay and include it with the notebook if you send it back.
If the battery is charging, you may notice the battery charge light going on and off too if the connection doesn't change too rapidly.
This problem will get worse later too if there is a connection problem with the DC jack on the motherboard.
3) If it makes a difference and you have a bootable DVD (Windows installation disk?), you may want to try to boot to it (without continuing with the installation) just to confirm the DVD-ROM is not working outside of Windows although what you mentioned so far doesn't really sound like a software issue, but you may want to make sure since as you said, it's weird.
Good luck!
