Mini Cooper 2007 handbrake problem?

I recently bought a 2007 cooper and am experiencing a strange problem. if the engine is off and i put down the handbrake, the handbrake bulb goes off. But if the car is on ignition or started, and i put down the handbrake, the bulb remains on. Even whilst im driving and the handbrake is down, the bulb remains on. Does this have something to do with the fact that the brake pads have recently been replaced? i dont know if i had the problem before the pads were changed because i bought the car just after the dealer decided to change the brake pads.