Well, it could be any of the pedal switches being stuck and cancelling the cruise right away (the brake pedal has one and if it's a stick then the clutch pedal also). Likewise it could be your cancel switch is stuck pressed in. Those are the quick and easy spots I'd think, oh and fuses of course. Check all fuses related.
You can poke around, randomly replace parts or use a repair manual. The repair manual being the best choice nearly always.
Check here for your FSM if you haven't found it already:
http://www.nicoclub.com/archives/infini ... nuals.html