No, it really does work!
Maybe your model year does not do it
Or... maybe you were doing it wrong
Just like 1slowformula said:
Put the key in, turn it to the on position, then turn it back, then turn it to the on position again, then turn it back, and then one more time.
I wait for the bell to chirp before i turn the key back to the off position which translates to about a second or 2.
Once you get to end of the 3rd sequence, you will see the codes (if any) show up on the meter where it shows your trip/odo.
But then again, like i said, im not sure exactly what years this option was built into.