This writeup is for an 04+ but might work for the 97-03's as well. Lots of links have been broken so if I come up with a better one I'll post it.

http://www.atthetipwebs.com/technologyinstructions/hud.htm

Also, could just be a bad switch for the HUD. It was also an issue. If you have a jy close by try grabbing a different switch and try it out. Could save you some hassle.