RShrimp has a valid point!
Check other items in the system like the thermostat and the temp sender connector. A corroded, dirty connector can cause the sender to provide faulty readings which, in turn can cause OBDII error codes.
Commentary directed not at the poster but at others reading this post:http://www.obd-codes.com/index.php is a website that lists most of the OBDII codes and their meanings. In the case of engine cooling problems, there is a code - P0115 that translates to
P0115 Engine Coolant Temperature Circuit Malfunction. The first assumption made in reading this is that the sender is bad. But the message reads that there is a malfunction in the
circuit - not in a specific component in the circuit. OBDII systems (even future systems that would be more capable than OBDII) can isolate a problem down only so far. A more precise troubleshooting system would only add to the overall cost of the vehicle -- costs that would be better applied to improving the efficiency and durability of a vehicle.
That said, it is very unrealistic to assume that OBDII codes should be considered as the absolute end-all diagnostic. All they can do is possibly isolate the problem to an area of the car that is monitored/controlled by the Engine Control Unit (ECU). It's up to the mechanic (some guy/gal at a garage or you, dear reader) to do further testing and inspecting to find the actual problem.
AutoZone knows this and, although the idea of free OBDII readings is noble and good, they offer it only as a service to help people fix their car. It is not a rip-off service. OBDII codes are a valuable troubleshooting tool when used by an individual with specific training or - lacking that - someone with common sense and problem-solving skills. AutoZone is not a garage with ASE-trained mechanics. AutoZone is a parts store. AutoZone expect you to be the one to make the ultimate decision as to how to spend money for a repair.
It helps that you are standing in their store when making that decision...