Your range selector isn't in the right position. Pull back on it a bit further and the light should come off


2002 doesn't have a diff lock, those gears mean you're not quite all the way in either low or high range

 

OMG Thanks! I just had work done on my center console where the window winds are. I now suspect my mechanic moved something when he re wired the window control. Will be back at the airport tomorrow to pick up the car and test out your theory! Thanks again!
Jenni