I have an 03 dodge 2500 slt 4x4. I've checked all lights around the truck. Everything is in working order. The lamp out signal is still on, on the dash. Any ideas? I have noticed the light bulb under the hood is blown. Could that be it?

 

Are you running LEDs or HIDs by chance?

 

Alex's question is a good one. I suspect the truck's lighting has been modified in some way, there is a short, or bad connection.
The Lamp Out monitors high/low beam headlights, brake lights, and turn signal lights.

 

I bought the truck recently and noticed that the headlights are aftermarket. They are these... https://throtl.com/products/spyder-d...CABEgI-T_D_BwE

They are OEM approved and not led or hid. Can I hook it up to a diagnostic scanner and it tell where it's out? Thanks guys for the response. I appreciate it.

 

The lights in that link are LED. Check the wiring for any bare wires or corrosion.
If wiring looks good, then most likely problem is failed resistor. The lights don't appear to have an integrated resistor so you may be able to replace the resistor. You could call the company and ask for replacements or specs on the resistor.
I have not heard of a scanner that reads lamp out fault. Usually with a lamp out you just look at your lights to see which one is burned out.

 

The small lights which are LEDs I think are not hooked up. You have to wire them to the parking lights. These are hooked up just like you would replace the factory. Plug in play I guess Is what u could say. The light bulb used in these I'm pretty sure is the factory bulb

 

I see what you mean about factory bulbs.
How about tail lights and turn signals? Any chance those have been replaced with LEDs?
I recommend contacting the company's customer service. You're probably not the first with these sympoms.