Cat overheat light on !!!

Hi all,
My cat overheat light comes on when I first start up and stays on untill I've done a couple of miles then goes out.
I am thinking it can't be the cats overheating as it comes on from cold startup.

If it helps with solving the problem any, mines a jap import and has two lamdna sensors on each cat, so 4 in totall.

Noticed a couple of times that if I say stop a the shop down the road, switching of engine then starting back up it does'nt come back on.

Any help much appreatiated.

Quick update on my cat overheat light problem.
Just been away for a few days in the disco and now the cat overheat light stays on all the time apart from if the car is left ticking over for for a few minuits then it goes off untill I set away again.

Got back home to a good covering of snow and icey roads, viva the disco power.

Any help much appretiated ?