the fact that the back light is on even with the phone turned off is disturbing. anyway, remove the battery, that should turn the backlight off, wait for few seconds and then replace the battery back,don't turn te phone on, check to see if the backlight turns on again, if it did , then it's most propaly a hardware defect that should be checked by a nokia care point. if on the other hand the backlight stayed off, and the problem appeared only after you turned on the device for the first time, then i think you should reinstall your firmware and check again, if problem persisted after firmware reinstallation/update then take the phone to the nearest nokia care point.
Fear not those who argue but those who dodge