When changing the battery on a 2000 Passat cant you just start the car and leave it running so you don't have to take it to the dealer to reset the codes?

No. The alternator depends on the battery to keep it's output voltage in bounds. Without the battery it can run up to 40 volts and may damage the computers. On the other hand I had my battery replaced at Sears not too long ago, a bunch of idiots if there are every any, and didn't have any problem. The bit about the codes never occurred to me. You can use one of those small jumper emergency batteries to replace your battery while you change it. Perhaps that's what Sears do.