I also have a 2002 rodeo LS 4wd.
I had the oil light go on 3 months after the oil change (6000 kms) and pulled it over to the side of the road. The engine had started to clank by the time it was shut off. I had it towed back to the dealer where I bought it and where all my service had been done and they said it had NO oil.
To make it worse they are claiming GM won't cover it under warranty and it only has 38,000km total on the engine and its less than two years old.
The battle is ongoing....any suggestions as to how to escalate this within GM?