For the light to stay on all the time it is connected to permanent live rather than switched live - a wiring problem at the ceiling rose.
For the switch to have control over "downstream" lights it must be interrupting the looped (permanent) live that runs off to the other room(s) - a wiring problem at the ceiling rose.
Without any test or measurement equipment - and with all the wires the same colour - it may be best to call in an electrician.
To gain an understanding use Google - select Images - Enter ceiling rose - look at a wiring diagram.
Take care...
Peccavi
November 2010