More than likely it's the cruise control switches on the steering wheel.
I say that because when I installed my cruise control (it's factory cruise control by the way), the light on the dash came on without the cruise control servo installed under the hood, it just didn't work obviously. But at least I know the light came on.
The other possibility is that your light bulb for the cruise control light is burnt out. Have you actually tried the cruise on the highway and verified it isn't working?