h2o:
Are you using a digital voltmeter? If you are what you're seeing is capacative coupling in the wire which will give a reading even on the "dead" leg. Same thing happens with a DVM if you try to meter a circuit breaker which is off and has no load connected. (Very small leakage across the breaker's internals.)
Try the same test with a wiggy, you will most likely see no reaction at all on the wiggy.
ANd to prove it, also tie the leads of your digital meter and thew wiggy togeter so they're both testing at the same time, I'll bet you'll see nothing on the DVM.