Hi, do a search on the forum for this problem, I had it on mine, tried lots of things including a couple of used modules, they do have to be set up by Jaguar software, my dealer spent so many hours messing around and trying to get mine working to no avail. At the moment I am living with the warning light but I think I will end up having the unit " electronically removed " so the car does not know it is fitted.
The UK forum may also have some threads on it. A brand new unit is prohibitively expensive due to the actual value of these cars now.
It was a very rare option when new so used modules are very rare.

Do be careful if you are looking at a used unit as some have the multi plug coming out the side and some from out the back. I would guess yours comes out the back as mine is a 2004 car as well.
When I was doing my research I found that the same unit was also used by Ford and Volvo. The part has a normal Jaguar part number, maybe C2C23960 or similar, and another universal part number , something like 8X23-9G768-AA or similar. Do check and double check again these part numbers.
Best of luck and keep us all informed on here how you get on.
I see you are only in Guildford, I am in Basingstoke.