It's located up and behind the dash above the gas pedal, just look for a large shiny silver case with a ton of wires going in and out. Here's a post of mine in the past about using the diagnostic mode selector screw:
http://www.nissanforums.com/showthread.php?t=20211
I do this all the time without pulling the PCM out of the dash, just takes practice to reach the screw and turn it in such a tight space. Also keep in mind that the flashes will be long and short flashes but the codes will then need to be translated into the actual P-codes. For example, an EVAP small leak will flash 7 longs and 5 shorts on the dash or 0705, but this is actually P-code P0440. Also an inspector's mirror really helps locate the screw. Good luck, post back if you have any problems getting to the screw.