Yeah....that's the 4-hi light. There is no light for 2-Hi (that's the normal mode). Did you have to disconnect the 4wd selector switch for this mod?
The 4wd "computer" is a little box mounted to the panel under the glove box next to the TPMS computer. When I was troubleshooting my transfer case actuator I got into a sort of "error" mode a few times. If you had that selector switch disconnected and turned the vehicle ON or maybe even ACC then the system does a status check, throws an error, then pouts like an angry child.
Best advice I can suggest is check that selector switch and make sure it's connected and in the 2-Hi position. Yank the glove box and disconnect the 4wd computer for a few minutes to let it reset. Plug the computer back in and turn the truck ON and see what happens.
