He means move/pull it to the right or you'll have yr nob in yr hand
If it still doesn't turn the orange Diff Lock light off you may need to reverse a few feet.
The light stay's on because transmission wind up keeps the Diff Locked. Which will happen on hard surfaces if driven in Diff Lock, can also happen on grass and in mud, etc which is why you only use Diff Lock where and when traction is expected to be lost and turned off as soon as possible.
On slippery surfaces it may unwind itself when driving forwards, so if you've moved the stick to the right and the light stay's on just ensure it turns off within say 5 seconds.
That's what make's Landrovers so good off road you can turn Diff Lock off and on without losing
momentum. 
Moving your short gear stick backwards and forwards tho is best done at a
standstill.
It is possible to move from Low to High whilst moving but involves allowing the revs to drop right off and in most events not neccesary unless trying to do a hill start whilst towing a very heavy load. i.e 3 tonne not yr caravan

and lastly what ever you do
don't move the stick from High to Low without being at a complete standstill. Simples
