It could be one of several things, the bulb may be blown on the dash panel, the light switch on the vacuum actuator may be u/s or not getting power from the ignition or the vacuum actuator or dash switch may be faulty - the actuator has an internal rubber diaphragm which eventually perishes especially if not being used much. Use a multimeter to check the bulb,wiring and switch. If all is good there, jack one front wheel off the ground ( after chocking the rear wheels) lock the centre diff (cross country position) with the vacuum switch on the dash (engine must be running) and then see if you can turn the front wheel which is off the ground. If it turns a small amount and then stops the lock is working ok, if it keeps turning and you can see the front driveshaft rotating there is something wrong with the locking mechanism - either dash switch or actuator. If it turns out to be the actuator on the transfer case it is a bit of a bugger to change. If you have average mechanical skills you can do it. Get back on here or PM me if it is and I can post up directions and a photo ,or two on how to do it.

