NEW INFORMATION:
OK, based on the help I got here, I checked out my circuit. Here's what I have:
The GFI is switched. When the light comes on it's supposed to be live.
I checked the wiring for the light, and here's what I found: There are three wires coming out of the wall at the light.
The black is connected to black for the light. The white is connected to white for the light. There's a double Brown wire is connected to both the black and white, (one leg to each).
At the GFI, there are only a black and white, (actually, there's a ground at both locations, too).
When I disconnect the brown from either the white or the black at the light, the GFI works but the light doesn't.
One more thing I just found:
I openned up the switch itself. There are: A black and white wire connected to the switch, and a black and white wire connected to each other. If I seem completely lost and confused it's becuase I am.