Is it the check engine light, or is that little "alert" light? Either way, you should probably take it in. If the VSC light is on and won't turn off, you've probably got a problem with the VSC system somewhere (ABS, traction control, brake assist, etc.).
I'm guessing it's not an emergency, as you probably won't have any issues with the way the car runs, but you may not have the traction control available.