You need to check your tyre pressures. You're not supposed to press the set button until you have done this although don't worry about it as i did the same the first time it came on without checking my tyre pressures or correcting them and i've managed to live to tell the tale. Just don't go hooning it just in case
The correct pressure for the tyres will be found on the inside of the petrol cap flap.
Once you've done this, i think you can press the set button again, hold it down for a few seconds and then the set warning light will only come on when you tyre pressure needs sorting out again, although you shouldn't really ever see this warning light unless you are most unfortunate and get a puncture as you should be checking tyre pressures every two weeks or so...
which reminds me...