m3 Tach pre-warning lights

I recently picked up my new M3 and I am interested in what experience others have had with their M3 with respect to the yellow pre-warning display lights in the tach.
So far after about 1000 miles the lights have functioned in a way that I would say is normal. However, the last yellow light has never gone out. It has always remained illuminated regardless of the engine water and oil temperatures. I haven't worked the car real hard yet but I am a little curious how hot the engine needs to be for this last light to go out.
Do I have a possible problem with my car or does It just need to be leaned on a little harder after the 1200 mile oil changes?
Thanks, R.C.
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Going purely from memory, my Ms int he dealers :-(, I don;t remember the last yellow light ever going out either. Wait until the engines run in properly, not just 1200 miles (ISTR sticker says more), then hammer it. The shift lights will work soon enough!
BTW SMG or Stick?
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Oops, sorry, it's a stick.
R.C.

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