You will never get a voltage output on the Programming Track terminals unless the system is actually trying to send programming commands to a decoder, so don't bother trying to get a light to illuminate when connected to them.
You need to get a VOM (Volt-Ohm-Milliammeter) and learn how to use it to take an AC voltage reading on your track. If the Prodigy is poperly connected and working, you should get a reading of around 14.5 Volts AC. Harbor Freight usually has a digital VOM for less than $3 that is good enough for model railroad use.
Do any of the locomotives you're trying to run have DCC decoders in them? If not, the only address they will run on is 00 if the Prodigy supports that. If they do have decoders that have not had their address changed, they will be on 3.
Danas200,
To The Forums,
Take some time out and read this:
http://www.wiringfordcc.com/intro2dcc.htm
Frank
Not sure what type of "test light" you are using but you need to remember that the track output is neither DC or AC but a form of alternating square wave signal. Such a signal may not be compatible with your test light (DC automotive type?) and so it only lights when you bridge across the two main and program circuit outputs. May I suggest you cease bridging across these two circuits before you damage your Prodigy Express? I would also suggest that you try wiring the main track outputs to a length of track and then try to run a loco. Keep in mind that your locos must also be equipped with DCC decoders before they will work with your Prodigy Express system (the MRC systems are not designed to run DC locos). As I just replied in another post today, a loco labelled "DCC Ready" does not mean it is actually ready to be run on a DCC equipped layout. "DCC Ready" usually means only that the loco is equipped with an 8 or 9 pin plug into which a similarly equipped DCC decoder can be plugged into. Once you have a decoder installed in the loco, you then need to select that loco on your throttle (the default address is usually #3) before you can expect it to do anything.
Hornblower