You'll need to have the error code read to find out what the problem is.
AutoZone stores will do it for free, if there is one near you.

Vic,

AFAIK, you also must prevent overtightening, just close until you hear/feel
the 'clack' when you close the gas cap. Otherwise, you can damage the gasket
on the cap, thus preventing it from properly closing in the future. It it
keeps turning on the CEL, maybe the best option is to replace the cap (or at
least the gasket, if you manage to perform things like this for yourself).

In my case, I am always asking the gas station employee (in the case of
stations with employees to refuel your car) not to overtight the cap. Also,
I have heard that it is sometimes advisable not to full refill the gas tank.

The CEL will turn off after 3 to 6 cold starts without detecting anomalies.
Of course, you can turn it off using things like OBD-II, if you have the
connectors, software and know how to use it (it is not my case), or just
visiting the dealer (pricy option).

Keep in mind that CEL also shows up associated with fuse and/or Mass Air
Sensor problems, maybe you are already aware about this point...

Hope this can help

Regards,
Zascandil

Sorry, I have forgotten to comment that some guys have reported that they
have resetted the Check Engine Light disconnecting the battery for five
minutes, and simply reconnecting it.

Regards,

Zascandil