What kind of a meter did you use to measure the voltage? I'll bet it was a digital meter right? A digital meter has a very high input impedance. This is why your meter is reading a voltage on an open wire. Look closely at the switch recpt. You should see that one of the little copper tabs that ties the top and bottom of the recept has been removed. This is to allow only one of the plugs to be switched while the other is hot all of the time. Again this is normal. The switch in the wall should only effect one of the plug-ins in the switched recpt.