I had a similar problem when I replaced the fuel filter next to the pump. The two are mounted on the LHS inner wing behind the battery on my 02 TD4. A three pin round connector at the top of the filter housing has to be disconnected before the assembly is removed. I found that I had not pushed the connector in far enough after I had replaced the filter (there was a yellow coloured 'O' ring on the connector which was catching). As soon as I re seated the plug the MIL light went out. It did not affect the running of the vehicle whilst on. Hope this helps,
Eric.