On my TKB On/Off Socket, the blue LED turned on when the switch state was in the off position, and the blue LED turned off when the switch state was in the on position. This turns out to be configurable with the right tools. The following post describes how to configure to your preference.
This is probably the epitome of first world problems. I'm concerned that the socket, which I have the power to control over the internet and from my mobile, emits a blue light and I'd rather it didn't. I know, I know, get a life. However, the purpose of this particular socket for me was to have connected in the bedroom. This means this fairly bright LED would be on all night long, and actually would be on about 99% of the time. A problem worth fixing it seems.