02 cavalier service engine light

my 02 cavalier service engine light comes on when i put it into gear. ive checked the computer for any set codes and it displays none for the engine. the car has 47,500 miles on it. i cant find anything wrong. the transmission shifts to all gears and the lockup convertor is working also. is this a mileage related light that comes on to do some sort of routine maintenance at the mileage indicated?? what all can that particular light indicate and how do you check for those items? again.......its a lit up wrench not the check engine light thats on.