1999 S70 Check engine light will not light

I went to MV inspection today and failed because my check engine light in my 1999 S70 AWD sedan will not light when the rest of the instrument/warning lights light up. Has anyone else had this happen? Is it just a bulb replacement, or is the bulb permanant and this indicate another problem? Any help is appreciated - trying to get the car inspected so my son can use it as his first car - want to start him off on the right foot.