Why doesn't this work? (Simple Circuit)
The 2 rails at the top of a breadboard are all connected along the straight line.  In the picture, you are connecting both ends of the resistor to the same rail, so it's as if it's not even there (all the current will bypass it and travel through the LED).

It's the equivalent circuit of having the resistor ends connected (same voltage):

          +---R---+      &lt;----- Resistor is useless, current will bypass it
          |       |
 +--------+-------+-----+
 |                      |
(+)                     |
 V                    (LED)
(-)                     |
 |                      |
 +----------------------+


If you are trying to have an LED to let you know when your power is connected, you will either need to use a pin line outside of the voltage rails (and make sure the current passes through the resistor), or else use an LED with a built-in resistor.  As your circuit is now though, you run the risk of shorting out your battery, depending on how much current the LED allows through.