The OBD-I plug (on a 95) is under the hood. Go into the FAQ section from the main page, and a picture is provided. I'm pretty sure Autozone has a scanner that is compatible with the Ford EEC-IV diagnostics. I've seen tools in other parts stores that claim to be code readers for OBD-I Fords.
Sounds like the dealer was blowing smoke to get you to come in and pay them to read your code.
