I have an issue with Blender where, when I turn my only light off (a sun lamp) and render the image my object appears gray rather than black (and thus, not appear to the camera). I can't figure out why this is happening.

Here's what I just did in my scene:

Added a new UV Sphere mesh (to make a total of two spheres), made it visible to the camera, turned off the sun lamp (by setting energy to 0), and rendered. The result I obtained is below.

I discovered this when attempting to render the first sphere with a material/texture on it and it was too bright. The material on the spheres (which are different) are very basic, there's no emit, diffuse and specular are at default values. Could there be an issue with the way my camera is setup? Thanks in advance!