why does the red light stay on my 1996 ford transit 2500cc desiel?

i dont understand why the red light stays on when the engines running,it is only dim so there is some charge i think.i tryed changing an alternator with an alternator witch has bolt down wire conectors but it got hot.While refitting the first one, which has a plastic plug conector, i noticed when i accidently touched the small blue wire on a live red there was no spark.Is this normal or what? im not sure where the blue wire goes or what it does.can someone help me.If i buy a new alternator i mite still have the same problem.