Cadillac Repair: Check engine light, electronic climate control, cadillac dealer

Question
Tom-
When I started my car yesterday morning, the check engine light was on constant.  I refered to my owners manual, and all it said is that it was an issue with the emissions or the fuel injectors; and that I should go to a certified Cadillac dealer and have them use a diagnostic computer on my car.  That sounds very pricy.  Is there anything I personally can do to check for problems.  I found an auto diagnostic feature on my car, but have no clue how to use it.  I press the "off" and "warmer" buttons on my electronic climate control head unit simultaneously to get to the diagnostic setting, after that I am lost.  Also, I noticed on my way home last night, my car would not put out any heat.  I set the climate control to 90 degrees, and usually reguardless of outside and inside temperature I get hot air... not last night.  Is that an indication of something else, or the same thing?
My Cadillac is a 1996 Fleetwood Brougham.  It has a Port Fuel Injected 350 V8.  As far as I know, it has not had any repairs done.

Answer
to get codes:

1. ignition ON. Engine OFF.

2. Simultaneously push and hold the OFF and WARMER buttons for 3 seconds and release.

3. Codes should start to appear and then stop.

4. Tell me EXACTLY what you see on the display.

5. Turn ignition off.