the lights have NOTHING to do with if you have actually changed the oil or not. The lights are "dumb" meaning, they do a calculation of miles vs. some other factor like how hard you drive or how long the engine has been over 5K or something neat.
If you change the oil regularly and make sure your undercarrage is in working and safe order, you can safely ignore those lights. They are there to remind 45 year old women (and men) who know nothing about cars, nor care about all the engine components, that "HEY, YOU *NEED* TO CHANGE THE OIL NOW!!!"
There is a method to reset the service and oil service lights with a very expensive tool called a "paper clip", most everybody has one laying around their desk or kitchen junk drawr or something. If not, call up a neigbor and ask if you can have a paperclip from them.
Short pins 7 and 19 with the paperclip on the data port for like 10 second while you turn the ignition on.
Pin 19 is ground and is the same as the car's body like this dude did.
http://www.unofficialbmw.com/e36/electrica...ice_lights.html
This dude actually wasted money on making a much more elaborite tool than he needed to.