Intrepid is correct it will only work in manual mode, not scan mode.
while locked on the channel you'd like to monitor,
Press and hold the light button till it beeps.
when your scanner enters power save mode, it will automatically turn off the backlight, and turn it back on when the squelch is broken.
After the Welcome Screen, press scan, then press and hold the light button for 2 seconds, it will beep. Now your backlight will stay on all the time, until you turn it off of course. I use this daily, but I'm plugged into power as well, to save the battery.