That is strange alright! If you are charging your battery with your BB off, the yellow/green LED should keep on blinking. When it is fully charged, the LED should automatically turn off.
I believe there is a problem with your unit and you should have it checked by the people or store you got your unit from.
It shouldn't take 6 hours to charge your BlackBerry. So I would suggest to go to your local store (if you purchased your item online) and have them check it. Bring all necessary paperwork like receipt and proof of delivery to show date of receipt or shipment to justify that it is in fact brand new when you received it. That should not pose a problem. UNLESS..... you bought it from eBay
Now that would the a problem.
Good luck!