Have you already pulled the codes for the lamp being set?
Technically, vehicle's manufactured after late 1995, are equipped with OBD II diagnostic systems and require a suitable scan tool to retrieve and erase codes correctly. There is a way to reset the lamp without the scan tool, but it requires some mechanical skill, and will cause the engine to possibly run abnormal for approx. 5-10 minutes, due to a complete PCM (computer) reset. I would recommend having the code read prior to earasing, this way when it illuminates again, you will know what system is causing the fault. Currently, AutoZone part stores are reading the codes at no charge, per their promotion, if you have one in your area. Also, if the lamp illuminated due to a minor fault which was repaired, such as a loose fuel cap after a gas fill, the computer will turn the lamp off, once it sees the fault has cleared 40 times (as counted by how many times the engine key is turned off and on, and the coolant temp has gone from cold to hot). Let me know if you would like instructions on a PCM reset.
-Rip
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