At what mileage was your car bought new? If it had 18 miles on the odometer when you bought it the warranty is good until 36,018 miles. If it was 200 miles when you bought it the warranty is good until 36,200 miles.
Check your reciept from when the car was bought new. Too bad you could have called the dealer and told them it just came on when it did and say you were out of town so it would be slightly over 36,000 by the time you got into the dealership.
Anyhow, if it comes on again, get the code (make sure the guy that scans it gives you the code #), post it here on BC, and no doubt one of the techies will help you out with the part # or if the problem can be fixed without spending money.
Also, if you intend to do the work yourself (an o2 sensor is very easy to change -like a spark plug) get the part # and go to www.gmpartsdirect.com
and get up to 60% off the dealer price.