The malfunction display in the dash has zero zilch zip nada to do with the MIL OBD system.

There are hundreds and hundreds of codes (list here if you care to look: http://benzobsession.com/phpbb/viewtopic.php?f=31&t=3434 ) so the only way to know what's going on is to plug in a reader.

If you want to be a DIY-er, you need your own code reader. You can literally spend thousands on a fancy setup, but a basic reader that will read and erase codes is available at Amazon for under $30: http://www.amazon.com/Autel-MaxiScan-MS300-OBD-II-Scan/dp/B001LHVOVK/ref=sr_1_1?ie=UTF8&s=automotive&qid=1284752761&sr=8-1

But get this one read. Autozone, heck even Aamco says they'll run them for free. Be sure to get the codes, though, and not just their diagnosis or recommendation. Then come back and look up the codes on the list, if they don't make sense to you post them and we'll give you a hand.

Caveat: DO NOT IGNORE IT. It may be nothing, but it's also possible it is something minor that will in turn damage something that is really expensive, like a catalytic converter...CHA CHING$$$.

Good luck.