What oil filter did you use? Some brands use cheap material in the anti flow back valve and sometimes they stick, preventing oil from flowing. Get one of the brands recommeded elsewhere in the forum.The light should go out immediately after the bike starts. I'd suggest you do another oil change right now. Running the engine without sufficient oil pressure will leave lots of metal in the oil. Remove the drain plug, reach in and carefully pull out the washer, spring and screen. Clean the screen off with paint thinner, let it dry and put it back in followed by the spring and washer (or is it washer then spring? Check when you take it apart so you can put it back together correctly) First thing you do is set the filter back into the box it came in so it'll stand up while you fill it. Fill it up and let it sit until that oil soaks into the element. The level will drop and you can add some more. Repeat until it won't take anymore, but leave the oil level in the filter about an inch from the top. That's so it won't spill when you put it on. Put some aluminum foil over the starter to protect it from oil and take off the old filter. Screw on the new filter, fill it up until there's just a bit of a bubble showing in the window and you should be good to go. If the light doesn't go off within a couple of seconds now, you probably should ask the dealer about it.