Why is the check engine light on when nothing is wrong on 97 Montero?

Not sure if this relates to your situation, but my 97 Montero Sport is notorious for activating the check engine light when I have not turned the gas cap until it clicks several times. I was warned about this when I bought it - not sure if it was more sensitive in that year. In fact, sometimes after it comes on I go and re-fuel, re-tighten the cap, and it goes off on its own...