The check engine light stays on when it sees a fault in the emissions system. This usually also means that your engine is not running as efficiently as it could be. You'll want to have the computer scanned for trouble code(s). If you reset the light without repairing the fault, the light will turn back on. Many Autozone's scan the trouble code for free but you'll want to call first so you don't waste your time.
This is the Service Engine Soon (SES) light and not a wrench light correct? Unplugging the PCM-B fuse in the engine compartment fuse block for 5 minutes will reset the PCM. The panel for the fuse block has a diagram. I would guess disconnecting the battery ground for 5 minutes will achieve the same result but you lose your radio presets (sometimes auto windows need to be recalibrated). If the light comes back it may take a couple "drive cycles" to set a fault. A drive cycle is typically a start from a cold soak (engine fully cold), drive until running at normal operating temperature, shut off and allowed to cool completely. This may take a couple of days as there may be other conditions.
If you get diagnostic codes, post them here and I, or someone else, can try to help you further
It could be the EGR valve.
I had the same problem. Apparently, there are 3 flaps to the EGR valve. One of the flaps malfunctions (or is faulty) & will not open. He tested it & found that the 'faulty' flap opens when the speed reaches 80km, so he said there was nothing to 'worry about because it opens when it really required (i.e. at high speed).