Here's a possibility; Maybe your wiring is reversed on that circuit. I mean, maybe the hot wire (black) is where the neutral should be, and when you switch off, there's still some juice getting to the rope lights, even though the circuit isn't exactly complete.
I bought an older house with lots of wiring mistakes. One quick check with the right plug-in meter told us that many of the hot/neutral connections were backwards at several outlets. The grounds seemed to be hooked up right. I also noticed that when I turn off my hallway light, which is a compact flourescent, it flickers most of the night (at very low level). I should check that circuit and see if hot/neutral are reversed.
When you screw in an new light bulb, the hot connection is supposed to be the center contact, not the outer casing which forms the female thread. This is because you're less likely to touch the center contact deep inside the light socket, as you screw in the light bulb, than the outer threaded part. If it's hooked up correctly, no shock, even if you left the light switched on.
I don't know if this is your problem, but it might be worth checking. I also plan to add rope lights, but haven't yet.
Good hunting !