Might also make sure the connector is tight and clean,no carbon track's on contacts,also reomve the connector and check for voltage with the key on.You get voltage from the ignition harness.If you have no voltage then it maybe the ignition harness.Only thing that suck's,is that you cant just replace the solenoid,it is part of the shifter

(Thanks GM).You should be able to get a shifter from a salvage yard or off ebay or from ED Morad
[email protected] at a reasonable price.He has a boat load of 97/03 GP parts.Just tell him what your looking for.
Good Luck!
~Larry~