Yep, as others said, and according to my 2010 owners manual, you must follow the following procedure to turn off your "Change Oil" light:
"1. Turn the ignition switch to the ON position (Do not start the engine).
2. Fully depress the accelerator pedal slowly three times within 10 seconds.
3. Turn the ignition switch to the OFF/LOCK position.
If the indicator message illuminates when you start the vehicle, the oil change indicator system did not reset. If necessary repeat this procedure."
Also, your the oil indicator does not come on every 2500 miles. It's "duty based," which means that the computer runs an algorithm that, based on your driving habits, determines about when you should change your oil. It presumes you're using 5w-20, not synth.
Edit: Didn't realize that's what you were doing . . . . Hmm. . ..