Both of the diodes are staying on. ON diode is green, L is yellowish - is it normal?
Presumably, bottom line of the sockets described as 'power' is OUT.
One with 3.3V signature - gives 3.3V
Other one - with 5V - gives ..3.4V (regardles of which GND socket I will use)
Device has been powered by USB and external DC 5V PSU
Is it normal??
It is a brand new, straight-out-from-the-box unit.
Do other USB devices work correctly on the same USB port? With the same USB cable?
http://arduino.cc/forum/index.php/topic,156672.0.html
...same board?
I just merged two virtually identical topics. 
Now that Nick has used his superior forum skills to get this in one topic...
Device has been powered by USB and external DC 5V PSU
How do you power it with the 5v PSU? That is too low for the power jack...
Input Voltage (recommended) 7-12V
Input Voltage (limits) 6-20V
...and the +5v bus does not like to be powered like that.
This pin outputs a regulated 5V from the regulator on the board. The board can be supplied with power either from the DC power jack (7 - 12V), the USB connector (5V), or the VIN pin of the board (7-12V). Supplying voltage via the 5V or 3.3V pins bypasses the regulator, and can damage your board. We don't advise it.
Yes - without any problems.
Well done! (but they were not identical).
SurferTim:
How do you power it with the 5v PSU? That is too low for the power jack...
Mains, charger with variable V out and appropriate plug.
Arduino library is huge and I didn't know where to gather more info about that particular board. I presumed that system works well on USB 5V - so I supplied 5 V. Quite logical, isn't it? 
SurferTim:
Input Voltage (recommended) 7-12V
Input Voltage (limits) 6-20V...and the +5v bus does not like to be powered like that.
quote]
Can you elaborate?
Thank you all for answers!
BTW - so how about L led?
You are not supplying enough voltage for the onboard regulator to work correctly. If you supply Vin with less than 7 volts, the 5v bus may not be 5v.
If you power the 5v bus directly, you can damage your board.
BTW - so how about L led?
Have you explicitly turned it off in your code, or just left it floating?
dannable:
BTW - so how about L led?Have you explicitly turned it off in your code, or just left it floating?
I've left it till now.
int led = 13;
void setup() {pinMode(led, OUTPUT); }
void loop() {digitalWrite(led, LOW); delay(1); }
has sorted my problem
Thanks!
Hants:
BTW - so how about L led?
The R3 Uno has a known issue where if the output is floating the LED is (probably) turned on by the accompanying MOSFET driver. So it is only guaranteed to be off if driven off.
turned on by the accompanying MOSFET OP-AMP driver.
The accompanying driver. 
You mean back seat driver. XD
hiduino:
You mean back seat driver. XD
Nah, Nick is almost a god on this site, just a lowly disciple of his helping the master when I can. 
I see you seem to be from Wahiawa on Oahu? I lived on Wheeler Air Force base there in 1969/70 and worked in the Kunia tunnel complex. It was a great place to sit out the conflict in Vietnam at the time waiting for my 4 year enlistment to end. Loved the almost rural north coast at the the time and down town Wahiawa was like 4 blocks long with hardly anything there. Went back for a few days in 1993 and saw the Army had taken the base over and Wahiawa was huge compared to back then. Also Oahu seemed to have grown a H2 and H3 highway sense I was stationed there.
Lefty
Yes, I pass by Wheeler "Army" base on my way to work everyday. I kind of miss the old days, less traffic! But I can't complain, I only live 5 minutes away from work.