I was just reading some other forums about this. Apparently the service mileage point has to be set by the dealer, easy to do with the right software. Or if you have the Dealertool software and a laptop you can do it yourself. An icon of a spanner will be present (see Coconut's post above) when service is due in less than 500 miles. Since you're not seeing this I would presume the dealer reset the mileage counter at the 500 mile service point to some future mileage, most likely 10,000.
They'd probably check it for free if you're really curious.
Regards,
Richard