Hello I've got a question about my 2005 Crown Vic

Yes the check engine light just came on Tom.

Have the codes checked. If in USA most auto zones will do this for free. Post codes back on here so we can better help you with your issues.

I went to o rallys to get it diagnosed but it wouldn't let their equipment read it

Could have been operator error. Lol. Might want to try another auto parts store. I use auto zone.

I would change the fuel filter & get the codes read. If a cylinder is misfiring, swap the bad cylinder's coil with another cylinder's coil. If the problem moves to the new cylinder, it's a bad coil. If not then it could be a fouled plug or bad injector. It's typically a bad coil & they are cheap and easy to replace. A Chiltons manual will show you how to do all these things.