engine or exhaust

Hiya folks, The little yellow engine-shaped light came on the dash of my mk2 Arosa tonight. According to the handbook, this is an "exhaust warning light". Aside from that, I'm pretty much clueless to what the smeg is going on? My Arosa's past its' service date by about 1000 miles, and...

iv noticed when iv been driving quite hard for about 15-20 mins, as i start driving around 15-20mph, my exhaust/engine seems a lot louder (deeper wise) dosent sound r##ked off, sounds mint real loud hum...i have a standard fr 180 petrol.. is this standard for all leon FRs? or is mine special...