You can also check to ensure that the correct light is placed in the correct socket. I once had my oil light and generator light plugged back in the wrong way when I had the engine replaced in my old Morris Mini once.
As they had plugged the generator light into the oil light in the speedo and the oil pressure light plugged into the genertor light in the speedo.
I was also on my way to Batlow in the middle of the night when my oil light came on and I quickly pulled over. I knew there was something funny going on though. As my oil pressure guage was saying that the pressure was normal.
Either way I did not want to risk anything so I drove as slow as I could to the nearest auto electrician. As it turns out the generator had given up the ghost and because the lights were not plugged into their corresponding holes this was the result.
Either way I dont think you can really trust lights and I believe that a guage is far more trusting and valuable than a light.
Anyway its just a thought and an experience that happened to me. But either way you need to get it looked at and find out what the real problem is. I hope for your sake it wont be a major problem

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Opinions expressed by me are of my opinion only and are copyrighted to Kinkabell Corporation? 2006.