|Are you sure this switch controls that light? Is it possible the light is an automatic on/off light sensitive model, designed to go on at dusk and off at dawn?? Those frequently break and get stuck on or off.
Assuming that the wiring was done correctly in the first place (did the light used to go on and off with the switch?) it is time to replace the switch.
You'll need to buy a switch at your local home store, and you'll need a couple of screwdrivers. You'll need to find the proper circuit to shut off the power to the switch. If you're feeling wealthy, you can buy a "non-contact voltage tester" to ensure there is not electricity present in the wires that you're working on. They cost $10 to $15 and allow you to be sure there is no voltage in a wire you're about to touch.
If you need instructions, let me know.