When I fitted my milltek the abs light came on for a little while and went off after about half an hour or so give it some time and it should go off. If your lights are still on after that only thing you can do is go back and complain
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Colorado Red 07 Plate ST

Mountune CAIS - 60mm Throttle Body - Full Resonated Milltek System - Bilstein B12's - 300mm front discs - Gloss Black Team Dynamics Pro Race 3's - Tints - Red-Black DMB Badges and loads of eBay stuff...