newbie question

I just bought my wife a 2000 528i with the sport package. I really the car. I noticed last night after bringing it home (of course) from the dealer (Alexander in L.A.) that the transmission park indicator light stays on. It is automatic. Is this a normal thing or is there a short somewhere? It is a certified car and is under warrantee so if it's a short, i'm taking it in ASAP. Thanks for any information...

The lamp 'should' go out in about 15 min's.