Do you have the ignition turned on? Yours is a 2001, but the following procedure for a 2002 may work
2002-04 Saturn L and Vue
1. Remove the cover of the underhood fuse block (UHF

, which is located under the hood.
2. With the ignition key in RUN but the engine off, press the red OIL
RESET button and hold for 5 seconds.
3. If the CHANGE OIL SOON light is flashing, the system is reset. The light will flash for up to 30 seconds or until the ignition is turned off.
4. If the light comes on again and stays on for 30 seconds at the next ignition cycle, it did not reset. Reset the system again.