Well, you don't absolutely have to go to the dealer- but you need to go to a shop with a code reader capable of talking to volvo's diagnostics. Not all units do, since they're just not the most common car. All of the Snap-On and competing brand code readers CAN talk to the Volvo but they may need an adapter or program module.
Make a few phone calls- many independent shops are making the investments ($5000 or so) in these advanced code readers, so you may find someone who'll help out without costing you a lot. If they are capable of reading any 1996-2000 Volvo, they can read yours. (I mention this because it's not as common a car as the 850, for example, but the computer functions are basically the same).

Also, make sure you replace the gas cap before you get it reset, or it'll do the same thing again.
Good luck with it!
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Rob Bareiss, New London CT ::: '87 244DL/M47- 229K, 88 744GLE- 218K, 82 245T-181K Also responsible for the care and feeding of: 88 745GLE, 231K, 87 244DL, 239K, 88 245DL, 246K