the orange wire from "D" on the switch to the lamp is hot all the time
the white wire from "GRD" on the switch gives it a ground when turning the knob [the one click direction]
if it's on all the time, you have a ground on the light body that doesn't belong there - remove the white wire from the switch, if the light is still on you have the lamp grounded [which it should not be], if it goes out you have the switch in the on position, or it's wired wrong, or it's defective
Bill