You need to brush-up your electrical knowledge! ;-)

Conventionally, positive current flow is considered to be from the more-positive potential to the more-negative potential.

If you connect the output of a pin to the anode of a LED (with a series resistor, of course) and the other leg of the LED (cathode) to 0V, your output pin will need to go to a positive voltage to drive a current through the LED and make it light.

Alternatively, you can instead connect the LED's cathode to the port pin, and anode to a positive supply (with a series resistor, of course). You then need your port pin to go LOW to allow a current to flow through the LED and make it light.

Guess which one the 8051 does...?

You need to read the 8051 "bible" links that Erik provided - then you will see how it worls!
http://www.8052.com/forum/read.phtml?id=77565