I know if you ground the diagnostic connect, it should flash the code at you.
Should be two terminals very close together, near the top right of the connector, I believe. Try connecting the two, and you should get flash codes - you can try it while the car is running, but it may not work - generally you need to have the engine off, ignition on.
Most of the time, the computer will store the codes, unless it's a very intermittent code, but that doesn't seem to be the case by your description.
