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Even if you leave it in park does it stop after a couple of seconds?
These will be a security light on the dash somewhere, maybe even on the stereo, when there is no key in the ignition it will flash, when you put the key in the ignition and turn to ON does the light stop flashing?

Hi,
 
Yes it does turn off when put on neutral. Engine light and exclamation light also get on before engine gets stopped.
 
thanks