I've heard of this happening at the same place. Go to the courthouse. They will have the forms there, and possibly a guide to the small claims court rules explaining the process.
This answer is offered for informational purposes only. It is not offered as, and does not constitute, legal advice. Laws vary widely from state to state. You should rely only on the advice given to you during a personal consultation by a local attorney who is thoroughly familiar with state laws and the area of practice in which your concern lies.
Jeremiah is right regarding the clerk of the small claims court. They will have pre-printed form complaints which you can fill out and file. There will be a filing fee, and the form must be served upon Wal-Mart. In order to prove your case, the Court will probably require you to have an expert mechanic testify that Wal-Mart caused the damage by incorrectly changing the oil.
Wal-Mart has very experienced attorneys on retainer, and they will probably move to have your case dismissed and/or take advantage of legal technicalities. You are probably better off trying to work it out with them as opposed to litigation, if you haven't already.