BR-3 from
www.obddiagnostics.com is $88 , USA includes delivery ($98 USD All other countries)
The interface supports OBDII protocols commonly used in US vehicles: VPW (General Motors), PWM (Ford), and ISO9141 (Chrysler, Asian, and European), and ISO 14230 protocol (also called Keyword 2000). (It does not support the CAN interface)
Free software is for 32 bit Windows operating systems, such as Win 95/98/ME, or Win NT/2000/XP. Screenshots here:
http://obddiagnostics.com/ScrnShot/Winscreen.html
The OBD II standard requires car manufacturers to include a connector to hook into the system within three feet of the steering wheel inside the car, all you need to do is look underneath your dashboard. I think the Explorer has it just to the right of the steering wheel. Here is a picture of the connector:
(this one is from a 98 Jeep, but yours should look about the same)
-BZ