engine check light??

I have a '00 Jetta GLS. The engine check light came on abouta month ago. Diagnosed with the dealer..they told me to replace the oxygen sensors and after about 300bucks it was cleared.

Only 2 weeks after, the light came on again...after a day or two it went off and it came back on again ...and it is still on..
What can i do before taking this to the dealer again??
They charge me $85 just to run the computer diagnosis. I live in canada. so i dont know whether we have autozone here (where i heard you can check this for free)

I've read some posts here - saying to disconn the negative battery cable. Does this mean just unplug the battery cable for about 10min and reconnect it? what does this do exactly?

Thanks

The check engine light comes on for a reason, its because some part is faulty and needs to be replaced so further damage doesnt occur.
If you just keep disconnecting the neg cable every time it comes on, well its not going to fix the problem just wear out your neg battery cable and battery terminal.