This happened to me when I used a small, cheap code reader. I went a bought a better one and it worked perfectly. Although it works on my Jag, it still won't connect to my 4x4 which is a Ssangyong!!
I suppose your options are to get the codes read at a garage or get a different code reader.
I've used it on my previous cars and now my 2004 X350.
Although its an engine management OBD 2 reader it actually downloaded my rear wheel no ABS speed sensor fault and also a gearbox fault warning that came up after I accidentally spun a rear wheel pulling out of a side junction. The gearbox warning cancels when the ignition is turned off and on but the fault code stays until deleted.