<< For what it is worth, I don't think the solenoid has anything to do with the self cancelling part. To get the self cancelling, you need the self cancelling column switch and the self cancelling relay. I might have seen an article once on how to wire up two non-self cancelling relays to make a self cancelling one. I just can't remember where I saw it. >>
If by self cancelling you mean a momentary column switch, yes, you need a relay. The solenoid doesn't enter into it. If , however, you mean that the OD will disengage if the trans is taken out of 3rd or 4th gear, then you mean a lockout switch. It lives at the front of the top cover of the trans, and limits OD use to 3-4.
(Useful note - if your OD solenoid ever sticks, DO NOT engage reverse gear!! Dire consequences will befall!)
Jon Arzt Rootes(at)aol.com