Brake indicator light

I've got a 2002 325xi, and the orange light on the dash says the brake pads need replacement.
Fact is, I replaced the front and rear pads, including the wear sensors, but I've still got the light on the dash.
Dealer says there is not a "reset" required for this light, it is just supposed to extinguish itself when you put in the new sensors.
But I've still got the light.
Has anyone had this problem?
Is this a simple circuit that is "completed" when the sensor wears through and completes a circuit to ground?
Or is this some sort of proportional circuit with variable current or voltage or something?
Is there a way to check the circuit to the sensors? (I can't even find where the wires terminate, in order to put a test on the circuit).
Any help or insight would be appreciated!
Thanks
Dave
Westminster, MD USA

I think I've heard that it sometimes takes a little while for that light to turn itself off, maybe even a month or so. How long has it been since you replaced the pads?

Turn on the iginition key without starting the engine. The light should turn off in a few seconds. Good luck!

Just an update,
venzon, you are correct, but you have to leave the key in the on position, engine not running, for about 30 seconds or more, then start the car, for the light to extinguish.
Works fine now.
thanks
Dave
Westminster, MD USA