thakdown and ktlimq;

If the dash arrow comes on when the lights are turned on then the front or possibly the rear turnsignal bulb is not grounded. To find out which it is, turn off the turnsignals and turn on the lights. Take them out one at a time and see if the arrow goes out. The bulb that turned out the arrow when removed is not grounded. The problem can be in the socket (the metal sleeve that holds the bulb in) or in the ground wire for the socket. To prove that the ground is the problem, use a jumper wire connected to a GOOD CLEAN ground and touch the other end of the jumper to the shell of the bulb while it is turned on.
I use a 12V test light to check things like this. If you conect the test light clip to a good ground and probe the shell of the bulb with it on and the test light comes on (usually dimly) then the bulb is not grounded.

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84 500 SEL (307,xxx miles)