4 Wheel Drive/SUVs: 4wheel drive indicator lights, gm vehicles, cadillac escalade

Question
We have a 2000 Cadillac Escalade. The 4 wheel drive engages just fine but the indicator lights do not stay lit up. They flash like they are supposed to but once engaged, there is no solid light.  The two wheel drive light stays on most of the time but not all the time.The fuse seems ok. Any suggestions would be most appreciated. Thank you.

Answer
Judy , it seems that Gm vehicles all have a problem to this effect, either the switch on the dash is faulty, or the control box that sends a signal from the sitch to the trnsfercase motor could be shorted or bad. I would have someone diagnose the problem, and than go from there , but I guess if it works you can run it like that its not going to hurt anything , thanks ADAM