Eddy,
I also have the 01 XJ Sport. The On/Off/On/Off/On method(MILF) does not work for this model. It was discontinued after '97 IIRC. I spent the bucks and bought an OBD II scanner from Actron at my local Farm and Fleet store. If in the So. WI area, contact me and I will help you out with pulling the codes. Otherwise, someone mentioned to stop at an Autozone/Checker parts stores and they will usually pull the codes for you for little or no money.
Brian Madison, WI.