In addition to setting the baud rate to 33 kbit/s you will need additional hardware to work with SW CAN.
GridConnect sells an adapter for $170:
Or you can roll your own using a "normal" CAN transceiver (e.g., MCP2551) and a SW CAN transceiver chip (e.g., NCV7356). Total parts cost <$10.
Notice that GridConnect's adapter will not work with ElmScan 5 or OBDLink out of the box (the pinout is different).