I have the exact same vehicle.
You definitely need to pull codes from the ECM to see what it is complaining about....ideally get the Dealer to pull the codes and post them up here or you can use the "key" method which works but has some limitations.
Turn the ignition ON/OFF rapidly 4 times without moving to the Start position.
Leave the ignition ON after the 4th ON action.
The Odometer display will show a sequence of 4 digit codes from the oldest code to the newest one....the old codes may be ancient history and no longer relevant....the newest codes are the important ones.
Once you have the newest code we can get moving.
The problems with this method are:
The codes are not erased using this method.
Any code is only reported once....you may have multiple events of P0403 for example but it will only show up once.
The last 2 digits are sometimes transposed...a code of P0403 for instance may come out as P0430 which may lead you astray if this later code is an actual listed code.
For your 2002 Export CRD download the 2002 KJ Service Manual from the link below but a very important manual to download from the same list is "2.5_2.8 export diesel" which is what we have but never appeared in the USA...lots of differences as far as the engine goes but body/suspension etc. pretty much the same.
I have an extra 2002 Export CRD document that is not a very large document size wise...send me a personal e-mail here with your e-mail address and I will send it to you....very good manual as it is the only one that actually tells you what to do about the error code you are trying to chase down.
Note that a lot of fuel related errors such as air-in-fuel or blocked fuel filter problems usually do not post errors.
The 2.5_2.8 export diesel manual gives a description of how to clear air from the fuel head but they neglect to tell you to "pump the plunger until it is hard and then briefly open/close the brass nut on the side of the filter head". Make sure your fuel filter is clean and give the plunger a good workout.
Where are you located? A very good site for our Export 2.5 CRDs is the Australian site of:
http://www.ausjeepoffroad.com Manuals:
http://www.colorado4wheel.com/manuals/Jeep/KJ