yes, you know its off because the icon will disapear from the main menu, its got 4 little squares in the icon, when connected they are blocks, when not connected they are outlines, and when off the icon is removed from the main display.
Q: How do I switch wireless local area network (WLAN) off on my Nokia device?
A: You cannot switch off wireless local area network (WLAN) on your Nokia device. To reduce battery consumption, you can specify that your Nokia device does not scan for available networks.
To turn off the background scan:
1. Press the Menu key, and select Tools > Settings > Connection > Wireless LAN.
2. Select Scan for networks > Never.
3. To save your changes, select Back.
When Scan for networks is set to Never, your Nokia device still listens to available networks, and you can use available WLAN networks as usual.
i have followed the instructionsd to change the scanning for wlan to "never" and it still continues to "search for available access points: select access point and what appears is wlan.