STOP ENGINE - Oil Pressure????

[Superhiro]

So I warmed up the X5 this morning... maybe ~2 min and when I got in the car I saw a warning light that said something to the effect of "Stop Engine - Oil Pressure" and I don't know what else because I immediately shut off the car.

I checked the oil level and it does look to be pretty damned low but I didn't have any oil to top it off. I'll be picking up some on my way home (I'm not driving the X, it's still sitting in the driveway) and hopefully it'll be as simple as that.... but I'm worried.

Could this light be caused by something else? I keep reading about oil separator failures etc., esp inc cold weather and it has been VERY cold here for the past week or two.

Additional Info:

I just changed the oil about three weeks ago and it worries me that the oil level got so low so fast. I checked for leaks and didn't see any on the driveway or in the engine bay.

My fiancee does most of the driving in this car and she has short trips to work every day. Maybe ~4 miles and ten minutes each way. So the car is cold, drives a short way and gets turned off. Also other than her driving to work and me using it to run the occasional errand, this car doesn't get driven much or for long distances. I've read that could be an issue as well.

Any tips, suggestions, 411 you guys could share would be greatly appreciated as I didn't find much info on this oil pressure warning light when I searched.

Thanks!