Is it the check engine light or some other light (i.e., oil, temp) that came on?
I think it's just hapenstance that the check engine light came on after an oil change. And it wouldn't have anything to do with the differential.
You'll have to have the error codes read from the computer. Even if the light goes out the computer stores codes for a good while for the mechanic to read them. The code(s) will help point the mechanic to where the problem may be.
How is the engine running otherwise? Which car do you have?
95 E320 Cabriolet, 131K