I recently completed a renovation in my basement, where I installed the following recessed LED lights in the ceiling:

Lithonia Lighting 6" P Series:
http://www.lithonia.com/commercial/6%22+p+series+led+modules.html

In two places in the basement, I want to use a "lighted" (pilot light) 3-Way Rocker Switch. It turns out though, that when I use them, the LED's don't turn all the way off. If I use regular light bulbs instead, there are no such no problems.

I have now tried using the 15amp rocker switches from both Leviton and Pass & Seymour/Legrand, but same result. I guess because the pilot light on the rocker switch is on, that somehow the LED light continues to use that tiny voltage for itself.

Am I missing something? I know that it all works fine if I don't use the lighting / pilot light. However, I would preffer to have it so people dont search for switches in the dark.

All advice and input is much appreciated!