It's one of two things bud-
1- most serious, though not THAT serious: Your dynamo/alternator isn't charging the battery properly. You'll notice this problem before easier and easier to diagnose, and after that you'll have a good excuse for not going to work and stuff.
2- people often ignore this one: There's a lot of wire between your warning bulb and the battery. Sometimes the contacts on the fusebox, ignition switch, bulb, or earth get a bit crusty, so the voltage difference between "at the bulb" and "at the battery" is enough to make the lamp glow slightly. Best thing to do is clean up the contacts, but some people either live with the glow or put some red nail polish over the warning lamp I'm told.
Best way to get some peace of mind- buy a voltmeter/multimeter (think Halfords are doing them for £7.50 or so last time I checked, or Maplin have them) turn it onto "Volts" or "20V" or something like that, put the black wire on the battery negative and the red wire onto the battery positive. Then rev the engine a bit (2000RPM, so like you're pulling away from a junction). If it reads anything under 13.5V or so, you have a charging issue.
