thebus,
Is the transmission in high range or just the light showing high ???
The solenoid that switches the transmission between high-low defaults to the low range position when the power is removed ( tractor off ).
If you're in low range and can't seem to switch the tractor into high, you've probably disconnected a wire. Check the fuse block, the run the wires from the switch pod under the tractor to the solenoid at the transmission. Maybe a disconnected wire ?? The light on the switch doesn't tell you what the solenoid is doing ...it just tells you the switch is flipped.
If you're in high ( all the time ) you've got a bigger problem with the solenoid. Maybe it is damaged and needs to be rebuilt-replaced.
Good Luck...Let us know what you find.