Chris,
A normal power switch has power coming in and the switched power going out. But for a light to work in my amp's power switch there had to be a neutral for the light.
This is not the case for the one you linked to. I was wrong about that.
Looking at the switch at Parts Express I think they intend you to wire it to an external 3V DC source for the LED. Hooking it to 120V AC will make it glow very bright for a fraction of a second and never again. Sorry for saying it needed a neutral. I should have caught that the LED is DC only.