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!
Hed