Molly there are hundreds? of reasons for it. From a faulty O/D to EGR valves to O2 sensors. The best way of determining what the cause is for your specific case is to see your local garage or parts shop and have it hooked up to the analyzer. It will give you a code that will help to troubleshoot your vehicle. I do not know where you are, but in my neck of the woods Autozone does it for free :) Good luck and let us know what happens
I'll just add to Ol'Turkey's post, since what he said was completely right -- there could be hundreds of reasons why your Explorer has the Check Engine Light (CEL) on.
In my mind, there's three ways you could go about investigating the problem:
1. Buy an engine code reader. I bought my reader back in 2003 for $50 off of Ebay and it works fine to this day. That first time my CEL turned on was because the gas cap was not tightened properly, and so it was a super-easy fix :).
The readers are not complicated to use -- just plug it into your car's OBD II port (look up your Explorer's location online) and click the "Read" button.
2. Take your Explorer to Autozone for a free engine code read. I don't know if they will reset the CEL, but you can't beat the price.
3. Take your Explorer to a mechanic. They will be able to diagnose the problem and fix it as well. This is the priciest option, but is also the easiest.
Personally, I like to know what's going on with my machine, so I'd rather diagnose the problem and tell the mechanics what to replace (or just [[Device:1998-2002_Honda_Acco