Is the led light on the dashboard supposed to turn off when the car is on? mine stays on constant when i am driviing.

 

Is it the security light or a LED from an aftermarket alarm?

 

stay OFF when driving or when car is running.

 

Pete.
Not to sure if its an aftermarket alarm or not. it is a little red led light just left of the radio. Ive only had the car for a little over a month now. its a 95 z28

 

Looks like you have an aftermarket alarm installed. The factory security light is in the instrument panel. On many aftermarket alarms, when the LED is steady on, it means the alarm has been disabled. Look under the dash for a tiny push button, if you see it don't press it cause it will arm the alarm and keep the car from starting.