A steady flash (going on/off presumably) indicates an error code is stored. Short service check connector and D4 will blink the code/s. Check DIY forum for guidance on extracting codes, same procedure as engine codes.
if it's flashing you definitely need to check the code. if it's just on and your not in that gear it could be the computer. i had a problem like that with it just on and not in that gear with shifting problems and replace the TCU with a used one and it fixed that particular problem. definitely more info needed to tell you any more.