If your arrow is on constantly, then I suppose you don't have 4th gear. Not much fun driving a 940 turbo without 4th gear.

You can follow the FAQ suggestions for troubleshooting the electrical causes of a bad OD, or (like mine) it might be a bad OD solenoid on the transmission. A new OD solenoid is about $100 plus two new o-rings.

If you don't use your OD relay (or you are trying to get by on the cheap) you can bypass the OD solenoid altogether, meaning you will have a functioning 4th gear, but you won't be able to force it back into 3rd (maybe if you were towing a trailer or something). There are two ways to do it (sorry no pics).

1. Modify a dead OD solenoid by carving a groove between the two holes on it's face. I used a dremel tool with an big engraving bit (looked like a dentist tool of some kind). Carve a nice deep groove and install this in place of the old one (just needs one new o-ring -- the bigger one). Cut the wires because they are not doing anything anyway. I got an OD solenoid from a junkyard for 5 bucks so I could do the modification and then a quick R&R -- I did not want to leave the tranny open for stuff to fall in.
2. Buy a plate from IPD that does the same thing for about $40.