Why doesnt my engine light go off

The " check engine light" is by far one of the most misunderstood technological advances by the public. I am sure I will revise this as time goes on, as it is an in-depth understanding for the public. It is a warning light that is illuminated when there is a problem with the EMISSION SYSTEM only. Emission system being the pollution control system.
Pull the codes from the computer, match the code to the troubleshooting procedure, follow the procedure to find the source. Repair the source, light will go out if that was the only problem. There are "monitors" or self tests the computer runs the car through a drive cycle, if a problem occurs, it may not run all of the self tests until that problem is taken care. Therefore, another problem may exist. It is emission related. OR hook up a scanner that is capable of clearing codes, and hope that none are still active.
Easiest way is to disconnect the negative battery cable for a couple of minutes, then reconnect. This will erase the error codes from the computer. If everything is okay, the CHECK ENGINE will stay off.
Note that disconnecting the battery will turn off the check engine light, however, the on board computer is then temporarily rendered incapable of giving a reading for emissions testing. This will result in a failed test until the system has re-activated. What this means is, if you have a problem passing emissions testing, you will still have that problem.

Rebecca is right you need to retreive the trouble code(s) in order to find out what area the problem is,wheither it be a fuel problem, emmission,ignition ect.It will get you in the general area of the problem.

Auto Zone will scan your computer and find out what that code is for free (except in CA), just be sure to get them to write them down or print them so you can post them here. Check the fuse for the cigarette lighter, it is probably blown. The owners manual will show you the location of that fuse.