Why is my service light coming on only when I put the car in gear?

I have a 92 Cavalier. My issue is when I turn on the car everything is normal. However, when I put the car in gear, the light to indicate that the high beams are on flashes a repeatedly then a second or two later the service engine light comes on. I took to auto zone to see if they could pick up a code and they could not. They told me that I may have an electrical issue. Does anyone know about or have any suggestions in regards to what could be causing this?