Cars today have a closed fuel system which also means fuel vapors are no longer released into the atmosphere but kept in the cars evap system, stored in an evap canister and then sent back into the engine to be burned.
The PCM will run a test on this system every so often and check if the system can hold vacuum. If it does not, it assumes a leak is present (ie. gas cap not closed) and lights either the CEL or in your case Gas Cap Light. Other than making sure you gas cap O-ring is in good shape and your cap is closed properly, there isn't much else you can do unless you really know how the system operates and what you are looking for.
You can jack up the driver side rear of the car and behind the rear tire you'll see the canister. Take a look and make sure the rubber hoses are all properlly installed. If all looks well you're going to have to take it in.
I would recommend the dealer as they have whats known as a "smoke machine" for this type of problem where they close up the system, add smoke into it and check for the leak. Can be a defective CV valve, VMV and a few other things that a do it yourselfer just can't check.
Good luck and let us know.