The engine management diagnostic socket is in the lage plastic box that contains the ECUs. Its in the engine compartment above the front offside wheel. You will find several cables with sockets on the end, it's usually the green one for the engine management ECU.
Jim
One other quick question, my XM has gone into "crash mode", ie it cuts out at 4,500 rpm and the engine management light is permanently on, indicating a possible engine sensor out. Anyone know how many sensors there are on the 2L turbo engine?
the diagnostic sockets on my xm's are behind a flap under the dash just about above the brake pedal and accelerator to the right of the steering column.