What brand of MILs do you have? If you have the simple plug in kind, did you bend them a lot during your install? I have heard that they do not like this and you can damage them by doing this.
As suggested, pull the code. If it is a rear 02 sensor - likely - the problem is in your MILs. To be sure though, swap one side for the other (assuming only 1 sensor is giving you problems). Then pull the code again when the SES light comes on. If it has switched to the other side, it is definately your MIL. If the code stays on the same side, you likely have a problem with your 02 sensor - an easy fix, but a bit more expensive.
Personally, I get a SES light every once in a while - especially in cold and very rainy weather. It stays on for about 100 miles of driving or so and then goes out. When I installed my Dallas Mustang MILs I did bend the right one and that is the code I've gotten.
I just put up with the sporadic light and enjoy the sound. If I wanted to be sure I never got another MIL related SES light, I'd upgrade my chip.