I had the same thing happen when I changed one front bulb. The problem was that the connector to the bulb was not set in properly. I wiggled it around while the bulb was on (not recommended by the way) and the indicator went out. Then it came on again after sitting over night. I got fed up and bent the bulb prongs slightly so that they would make a tighter fit with the connector and I have had no problems since.
Hope this helps.