Car will not shift to 4th gear. The arrow stays on at all times. What's wrong? on 1993 Volvo 940

Even when I press the button, arrow stays on and car runs up to 4000 rpms. Is this good. How can I repair this problem?

Asked by for the 1993 Volvo 940
There is a very good chance the overdrive relay is bad. It's best to diagnose it as bad before replacing it because there are other possibilities, but those relays are the cause of this issue 90% of the time.