It is a common mistake but 1995 GTs are not OBD2 compatible, the port under the dash is useless. The '95 v6 were OBD2 and that's why the plug is there. GTs didn't go OBD2 until '96. To pull your codes, you have to use the port under the hood...
Sopmeone here may be able to help but do a search on stangnet, I remember there being a pretty in depth write up about it.. it involved paper clips if I remember.
Here's one link