Constant blue light?

Do gas boliers always have a blue light, even when the heating and water are off? Mine goes and am just wondering whether this is normal as I've not had a gas boiler before and now have extremely high bills. Alos, on the timer, are the grey pins for on and the red for off? Does it matter whether the pin is in the inner circle of pin holes or the outer circle? Thanks in advance.

Sam
May 2010