You probably bought the wrong one, you can't just buy a "universal" one and hope for the best - there are 4 different widely avaiable OBDII protocols - (Ford uses one of these protocols) and many don't seem to understand this eg - technicians, mechanics, and some people on this forum
You can buy an F-super code reader for around £25, it requires a laptop, but it can do all sorts - 99.9% of what an expensive garage one can do, it can even recode many injectors, and will work with almost any Ford
If you can use an i-phone or a computer this should not be a problem - you pay your £25, its delivered, you set it up, plug it in and read the codes - simples!
Personally i use a Superchips Bluefin handset - saves me messing about with a laptop and its compact and lightweight (its in the glove compartment now) the Bluefin even picks up/ reads the pre obd11 (pre diesel 2004) codes ,
I would like to read the codes on my 2.0 petrol, I have looked on ebay, and there seem to be some F-super code reders on there, staring at around £15 I don't know if the are the correct ones you are taking about, but they say that they will not wotk with my 2.0 petrol. Do you have any idea what I would need to read my codes, bearing in mind I want to do it as cheaply as possible, but as you say, I need one that will read all the codes, not just some.