Hi,
Below is copy of the instructions on how to reset the oil service light from a post in the Diesel section. It might be worth a try!
Press and hold the right button. (odometer reset)
now switch on the ignition
(oil lamp will not flash, but on at all times)
press the right button again
(insp is now displayed)
pull left button. (clock set)
(------ are now displayed)
Pull left button again
This works on my A4 tdi (110bhp) but should work on all.
As far as the 'Check Engine' light, you could try disconnecting the battery for 20 mins, this worked on my Impreza. Perhaps someone can confirm this before you try it, you might need to enter the code for the stereo after? Make sure you have your keys in your pocket before doing this incase the central locking activates!
Otherwise, try a garage that has a diag tool or someone that has vag.com software and the diag cable.
Hope this helps,
Jim.