Outlet is Live, but Main is OFF?
As mentioned above, a high-impedance meter can detect the very small amount of electricity coupled across the breaker by capacitance from outside power lines running parallel to the house... but as also mentioned, someone could have bypassed the breaker, so you need to check that there's less than ~20 mA available. 

Put a small (1 or 2 watt) night-light across the circuit, with the breaker off... if it lights, call in an electrician to fix this dangerous condition. Note that neon lamps glow visibly with only a mA or two, so are over-sensitive for this application.