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Here is what I and a few other forum members came up with for those of you that will sometimes forget to turn OFF your Ignition key once you have parked it. This will save you from needing a boost and cause potential damage.

First off, you will need to get the following items at a store like Radio Shack in the US and The Source in Canada or any electronic store.

1 X Piezo buzzer with a voltage range between 3.0 - 20.0 VDC or similar.
1 X Micro Diode 50V 1A - 1N4001

Tools needed:

Soldering iron and electronic silver solder.
Wire strippers.
Xacto blade.
Electrical tape.
Plastic straps.

Theory of operation:

We are using the Oil Pressure Switch (OPS) for this project. The OPS is our ground. The OPS is grounded to the bike's electrical system when the engine is not running. Once the oil pressure builds up when the engine starts, the OPS is not grounded to the electrical system and that's why the oil pressure light on your console turns OFF. This is where the negative side of the buzzer connects. The positive side of the buzzer connects to a feed that is live when the ignition switch is ON. The diode is used to prevent any electrical feed back to the oil pressure light circuit.

Wire connections:

We have two wiring options for the diode and the negative side of the buzzer.

Option #1:

Remove the right side cover where the oil fill and the fuse box are located. You will find a coupler or wire connector on the left side of the casing near the tube frame.

Cut the wire at each end of this coupler. You will notice that on the OPS side of the coupler, the wire is G/Y and on the harness side of the coupler the wire is black.
Strip the black and G/Y wires for soldering. Solder the Diode with the polarity strip away from the black wire. Then you can solder the negative wire from the buzzer and the G/Y wire to the other end of the diode.

Once that you got these two wires all soldered up, you can tape them up.

Option #2: Thanks to Mark MSMC-90T

I took two crimp-on eyelet terminal ends and crimped them onto my diode. I then took a small screw and nut and bolted that to the oil sender wire (this is the red terminal in the pic) and the other eyelet to the sender covered the entire assy with shrink tube. this way it can also be taken back off the bike with no damage to the bike wiring. The ground wire from the buzzer is also just bolted to the same screw in the sender unit.

Next we need to connect the positive side of the buzzer to a switched wire.
Right beside the coupler that you removed, you will find an Orange and a W/B wire which is near the tube frame. This Orange wire is a live wire that goes to the Rear brake pedal switch when the Ignition switch is ON. Strip about half inch of the Orange wire so you can solder the Red or positive wire from the buzzer and tape it up.

Turn your Ignition switch ON and the buzzer should sound, then start your engine and the buzzer should stop. It should go Off and ON at the same time as the oil light.
Once that is all done, wrap all the wires together with the electrical tape and secure them with a few plastic straps.

If you ever need to work on your bike and need to have your ignition switch ON, you can add a wire connector on the black or negative wire of the buzzer to disconnect the buzzer.
All you need to do is secure the buzzer against the fuse box. If you find the buzzer to be to loud, you can block the small sound hole with some electrical tape.