im not home right now, but i know a light stays on my gpu but cant remember under what circumstance. Ill be home hour and half ill take a look then. If you turn off power to you psu does it go off?
sorry I came home and found my cat half dead and had to go to vet $300 later.... anyway my gpu does the same thing. After powering down it has a little light that stays on near the power cord so this is normal and nothing to worry about.