It needs to be "initialized". Disconect the battery to enter "programming mode", and reconect. Start the engine and drive the car in each gear till the light flashes. Takes about 8 seconds per gear. The clutch pedal must be completely released so it makes contact with the switch. After going through all gears, it's programed, and should come on to indicate recomended upshift points for best fuel economy. Unless your trans is automatic, in that case, disregard these instructions. On autos, it's an O/D off indicator, and probably means relay is bad.