A B737-400 ON APCH AT 3000 FT HAD TO MAKE A GAR DUE TO A LEADING EDGE FLAP SLAT POS WARNING.

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WE WERE PERFORMING AN ILS APCH TO RWY 10L AT PIT WITH THE AUTOPLT COUPLED. AFTER THE FLAPS WERE SELECTED TO 'FLAPS 5 DEGS' WE NOTICED THAT WE HAD 2 AMBER LIGHTS: 1) LEADING EDGE FLAPS TRANSIT LIGHT ON THE FORWARD PANEL. 2) #5 SLAT TRANSIT LIGHT ON THE OVERHEAD ANNUNCIATOR. THERE WAS NOT ENOUGH TIME TO TROUBLESHOOT THE PROB. THEREFORE; WE SELECTED TO GO AROUND. ATC GAVE US A STRAIGHT AHEAD CLB TO 3000 FT MSL. LATER; WERE TURNED TO 360 DEGS THEN LATER TO 280 DEGS. WE WERE LEVEL AT 3000 FT MSL AND IN THE TURN TO 280 DEGS WHEN THE PF TURNED ON THE AUTOPLT. SINCE WE WERE LEVEL AT 3000 FT MSL AND TURNING DOWNWIND; I REQUESTED THAT THE FO GIVE A PA. DURING THE TURN TO 280 DEGS; MY ATTN WAS DRAWN AWAY FROM THE DIRECTIONAL GYRO. WHEN LOOKING BACK TO FORWARD PANEL; WE HAD PASSED THE 280 DEG HDG. I TURNED OFF THE AUTOPLT AND WAS IN A TURN BACK TO 280 DEGS WHEN ATC ASKED OUR HDG. WE TOLD THEM THAT WE WERE IN A TURN BACK TO THE R. ATC TURNED US TO 360 DEGS THEN LATER GAVE US A CLB CLRNC TO 4000 FT MSL. DURING THE PROCESS OF CLEANING UP THE ACFT DURING THE MISSED APCH; THE WARNING LIGHTS EXTINGUISHED AT FLAPS 1 DEGS. WE CONTINUED DOWNWIND AT FLAPS 1 DEG AND EXECUTED ANOTHER APCH WITHOUT ANY MORE COMPLICATIONS. CALLBACK CONVERSATION WITH RPTR REVEALED THE FOLLOWING INFO: THE RPTR STATED ON THE DOWNWIND LEG OF THE SECOND APCH THE LEADING EDGE FLAP/SLAT WARNING LIGHTS WENT OUT. THE RPTR SAID THE WARNINGS WERE FALSE AS NO ROLL WAS EVIDENT WHEN THE LIGHTS WERE ILLUMINATED. THE RPTR SAID THE FLAP/SLAT WARNING LIGHTS WERE WRITTEN UP IN THE LOGBOOK BUT IS NOT SURE WHAT ACTION MAINT HAS TAKEN TO CORRECT THE POS WARNING.