It is on the first page of this thread. It is marked HERE as a blue hyperlink. But for good measure......Here is the link for ya.
http://grandprixforums.net/perf_shift.php
This should get you where you need to go. If your PERFORMANCE SHIFT light is ON all the time in the DIC (Driver Information Console) then that more than likely means someone programed it to stay on fulltime more than likely. If you the follow the wiring diagram I provided plus the PCM tuning instructions, you will be able to turn it on and off.
I think it is best to have your stock settings for the tranny available when you want and then to have your higher performing shift settings available when you click the PS button to activate it. Personally I would not worry about the dash PS light. If your dash actually has that option available, more than likely you have a 97 model GP. 98-03 have the PERFORMANCE SHIFT only in the DIC from what I do remember of them. There is a good chance either bulb is burnt out on the dash console, thus it not lighting up, or the PERFORMANCE SHIFT indicator has been wired in some way to show it constantly actived.
The only way to be sure is to have someone with a scanner check your PCM transmission settings to truly determine if that has been done or not.