No. Just that saying "Oh, my God!" is not taking the Name of God in vain.
I have seen a number of churches that take the Name in vain - Some even include it in the name of the church!
Now, using the pronoun in a sentence such as "God said..." can be blasphemous, if it runs counter to what is clearly written, but it doesn't count as using His Name. It's just as bad, but it is different.