Before anyone else makes this mistake (are you the same guy that posted this in the 04+ specifics section? If so sorry you're still having problems!), the A/C does turn on when the selector is on any mode that includes the windshield defogger. This is to remove moisture from the incoming air to defog the window quicker. HOWEVER, the A/C light shouldn't come on for this mode, and something is indeed wrong if yours is constantly lit.
Check to see if your A/C is on while not in defog mode, and if clicking the button (regardless of indicator light) still engages/disengages your A/C. You should notice a change in RPM every time you hit the button. Then we'll go from there. It could be a faulty relay causing it to always signal the A/C on.