Legally no one can force you to use the dealer to keep your warranty. If you document the oil purchased and that is Dexos2 or equivalent, meaning ACEA C3 compliant, and that you document you had it done at the specified interval by yourself or some other shop, your warranty should be intact.
Volkswagen is a different company, but when the Jetta I have was new, I did none of the services at the dealer. When something went wrong at 40,000 miles (at the time is was a 4 year/50,000 miles warranty) and the car was running rough, they asked to see maintenance records. I kept every receipt and showed it to them for oil changes every 5,000 miles using Castrol synthetic oil that met the VW oil specs and they accepted it. This included several oil changes that I did myself. I just kept the Autozone receipt for the oil and filter and took a picture of the dash showing the receipt and mileage.
Yes, I'm a bit particular about this stuff, but if you keep good records there shouldn't be an issue.