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It means the VATS system is active (Vehicle Anti Theft System).
It lights when you put the key in the ignition. Once you turn the key the VATS checks the resistance on the key pellet and sends the value to the BCM. Once the BCM confirms the correct value it allows the car to start.
If you're having problems starting, clean the pellet on the key. If that fails try the spare key. If still no joy, post up and we can check the book. If the BCM is not seeing the resistance value a DTC should be set.
Thanks Guys! I should have said it better, The security light is on while im driving my car. It starts and drives WITH the light on. Hmmmmmmmmmm..........? The guy i bought it from might ve installed the CLB, but i didn t. also- my steering wheel turns without my key turned..........hmmm.....