I just got a 2005 2500 4x4 with the cummins and have noticed when I put it in either four high or four low it locks in but no light on the dash. He did have a superchips programmer on it I just put back to stock but that shouldn't mess with it. And it is a automatic transmission with the manual transfer case.
Thanks for yalls help.

 

the switch for the light is on the front axle, on the CAD housing, next to the diaphram, check to see if its pluged in and the wires are ok

 

When i looked there was no wires or even a spot for a sensor to be. I couldnt see anything. Its right by the pumpkin?

 

on the cad housing, between the pumpkin and passenger side spring

 

I do not have any hump like that on my truck it is just straight axle tube. My truck is a 2005, which from what I have read my truck does not have CAD

 

oh crap... sorry, too much reading lately, i was thinking of a second gen, i'm not sure what controls the light on the 3rd gens