Have you
tethered via usb and imaged the roboRIO? If not the rio won't be assigning its self an ip and that is no fun.
Can you connect to the roboRIO webdashboard when tethered via usb?
When connected to the bridge is your computer assigned an ip via DHCP? (aka are you using this years utility)
Have you tried pinging the bridge at 10.xx.xx.2? Have you tried pinging the roboRIO at roborRIO-xxxx.local? Have you identified the roboRIO's ip and pinged it?
I am just throwing out ideas because I don't know what you mean by they "cannot connect to eachother". This year the radio should be configured to auto-assign the correct ip address to connected computers. When connected to bridge you will always see "No internet Access" because you aren't connected to the internet, but it will still work.
EDIT: I reread your post, and it occured to me that you might mean the radio light on the roboRIO. Contrary to the roboRIO manual, the radio light on the roboRIO hasn't been implemented.