I am in the same boat as you, I didn't research the adapters well enough, there are a lot of ELM327 "Chinese clones" out there that are being sold as true ELM327's, and it sounds like you got one of the clones like I did. The don't work on many older vehicles, its not just ford, mine won't work on my 1998 Chevy Lumina, but works fine on our 2002 Toyota Solara, and 2006 Jeep Liberty CRD.
While it's not completely useless, it is certainly not "all protocols", but you get what you pay for, it was only $10, I later bought a more expensive ELM327 ($40ish) from another more reputable seller and it works perfect on everything I've plugged it into.