AH, got it. Sorry for the long winded answer before.

My switch does light up. The bulb in yours is probably burned out. Have to get the switch out to replace the bulbs. They are really tiny, and you can replace them with some LED's if you would like.

http://www.superbrightleds.com/cgi-b...pecs%2FNEO.htm

The base of the bulbs looks like a phillips head screw, and I'm pretty sure they are on the side of the body of the switch.