newbie question

[1989stupra_targaturbo]

I've been reading posts since joining last week, more so the "check engine light" ...seems to be a very common problem for this generation.
mine comes on right at start and goes away once moving, then returns when I've reached cruising speed, along with rough jerking as I try to maintain a speed. so my drive shaft a beating, not to mention stalling at lights... spitting and sputtering and wasting fuel not to mention $$$. Its all I can smell when I leave a light after barely re starting.
I know there are many posts with many comments and remedes for the problem... but im getting held up at the very start of any attempt at a cure... when i put the jumper wire into the diagnositc compartment, i get nothing but a engine light that stays on in the start position... im not getting any flashing... but definitely have an issue! Any ideas?

I have a 1989 mk3 7MGTE turbo 5 speed with aftermarket turbo (think the guy told me it was a T41 or T61) and aftermarket intercooler and piping, with an AEM tru boost gauge (sorry, unable to upload pics)