have you had the car hooked up to anykind of diagnostic equipment? if not you should...but if you have then something wrong should have come up unless the tech is an idiot--but if nothing is wrong check the bulb for the check engine light...can be a b!tch to get to.
It is always wise to make sure that your gas cao is screwed on tightly.. Normally that does the trick for me... in a matter of minutes the dummy light goes away.