When the system is turned off at the gauge, the controller switches to failsafe mode. Therefore the contacts go to their normal state, and if, for instance, you have a solenoid tied to the wasegate, you will be running at wastegate pressure all the time.

If you wish to run with the the system not in failsafe condition, but with the system turned off at the gauge, then you need to open up the control box and remove the jumper that is labeled DHB.