Overdrive Button not working
 

I did search and I found similar problems but no solutions. I just bought the car tonight. Drove away from the guys house and the CEL came on. Car didn't change in sound or feel, so I'm not worried about that. Down the road I decided to try and hit the OD button. No light on the dash, no change in the RPM's. I've searched about the CEL and I haven't checked it yet, but will tomorrow. Currently the car does shift through all four gears, but will not stay in third when the button is pressed.