Here's an update. The light stayed on for a day or two. I then did two things.

First, I tightened the gas cap on the theory that it just MAY have been a coincidence that the cap was loose just when I installed the CB. It sat in the parking lot at work all day, I drove it home (35min drive) and the light still stayed on.

That night I was doing some errands and I decided to unplug the power for the CB from the fuse box. The light stayed on. I shut off the engine and went into a store. I came out, started the car and the light was off.

I plugged the CB back in and turned it on. The light did not come back on, and has not yet come back on since. So perhaps the problem is solved! [Huh?]

Hed