I don't know if Advance does or not. You can check the location of nearby Autozones at
http://www.autozone.com
More than likely the stored code is a result of the loose cap, you can just tightened the cap and the light should go out in a few days.
The reason a loose gas cap sets a code is because it makes the PCM think there is a leak in the EVAP system. The EVAP system is part of the emissions, it keeps gas vapor from being released into the atmosphere. The computer applies vacuum to the tank and monitors the rate at which the vacuum releases, by doing this it can detect a very small leak. With the gas cap loose the vacuum falls faster than the acceptable threshold and makes the computer think there is a large leak, it then sets the code to notify you that there is a leak in the system.