It's easy as pie, and certainly not worth $100 at the dealer. You need to order an oil filter kit from someone- BavAuto, Autohauz, whoever. The kit includes the washers and o-rings you'll need along with the filter itself. Then it's off to the races you go:
http://www.logun.org/oil.htm
To reset your oil service light, find the data link connector on the passenger side of the engine bay, next to the shock tower. Twist off the black round cap and find pin #7. Then turn the ignition to the 2nd position. Place a wire from pin #7 to the battery ground post for 3-4 seconds, and that will reset the oil lights. If you ground it for 13-14 seconds, it will reset the inspection service lights.