Running with no oil

Hi! I am looking for a little help with a problem. I took my 2003 Honda Civic DX coupe (with about 52,500 mi) in for an oil change exactly 2 weeks ago. When I went to start it today, nothing at first- no lights, power, anything. After a couple of tries, the dashlights & radio came on, but were all flickering, even with the key off. I waited a few minutes, and tried again, and again nothing came on, except the oil and brake light. When I opened the hood to see, I noticed that the oil cap was missing, and there was oil all over the engine (none in my driveway, though). I checked the dipstick, and came up with plenty of oil. I have driven about 500 miles since the oil change, and have noticed a burning smell, but thought it was the vehicles around me. Any idea what happened to my car? Any guesses how bad the damage could be, and how I should deal with my mechanic? Help!