It depends on when your pushing the button, it only works when you are in drive (the snow flake turns bright orange). What it does, is it starts your car out in 2nd gear so it minimizes wheel slippage during winter time... when its icy n such.
And if you've ever wondered about the S button on the shifter, that puts the transmission into sport mode which makes it hold gears longer for higher speed and better RPM's. Great invention for this car, it really scoots.