2001 Hyundai Santa Fe wheels to turn when car is put in gea

First thing you need to do is have the codes read, Autozone does it free, Post the results with the code number(s). Even if the service engine light is not on, there should be freeze frame data stored.
If it won't make it to Autozone, buy a cheap scanner, they can be had for 30-40 dollars, a good investment, since they cover all cars sold in the USA from 96 on...
If the light is blinking, it means possible damage to the converter...service it right away!