If the "TRC OFF" light on the dash isn't coming on, then there might be a problem with the switch. Does the switch illuminate when you turn on your lights ? It should do, and if it doesn't that might indicate the switch isn't connected properly.
Another possibility though, is that there's a problem with the car and the "TRC OFF" light was flashing to indicate a fault, and someone has removed the "TRC OFF" bulb to stop this happening !