Visually inspect the exhaust system for leaks, check the catalytic converter for dents, holes, severe discoloration, and check for a rattle inside. If any of those syptoms are there, the converter likely needs replacement. Then, visually inspect the downstream O2 sensor (behind the converter). Check for broken wires, obvious faults, etc. If all that checks out, you'll probably want to replace the O2 sensor. The light will probably not go out on its own, you'll need to reset it. If you don't have the equipment to do this yourself, take it back to Autozone. Their reader can also reset it. If the problem still exists, it will come back on, sometimes after about two or three engine warmup cycles.