KY-022 IR receiver, LED always on, no output
The first thing to look at is the circuit board. Are they using the resistor and LED to indicate the board is receiving power? The data sheet has a schematic showing several passive components in the "3. ApplicationCircuit" section. Here is a copy of the schematic I have used that worked with the IRremote library (Version 0.1 July, 2009 - Copyright 2009 Ken Shirriff).