Might want to go back and check the plug and filter to make sure theyre on right and not crossthreaded or anything. Im sure you allready checked the oil level right off the bat. Might not hurt to check to make sure the cap on the crank case is on right. Other than that, you might have mistakenly gotten trash in when you were changing the oil. My suggestion, if everything is screwed on tight, with the correct amount of oil in it and the light still wont go off, take it to have it checked. That is if the light is on while your driving, mine stays on when the bike isnt cranked, which is normal.
You probably already know that the only reason the light is "ON", is because there isn't sufficiant(sp) oil pressure in your block. Check for loose hoses, leaks, loose hardware, in other words everything!!! If you still have no luck, i would have a mechanic look at it... Sorry to hear that though, those can things can alway's give you a head-scratcher!!!